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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.3340	7.98***
α ARCH Response to squared shocks	0.0647	37.60***
β GARCH Volatility persistence	0.9901	749.53***
ν DF Student-t tail thickness	7.1369	7.55***

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S&P GSCI Corn Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Corn Index Analyses