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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0530	23.81***
α ARCH Response to squared shocks	0.0628	16.22***
β GARCH Volatility persistence	0.9133	442.27***
γ leverage Additional response to negative shocks	0.0306	4.98***

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S&P GSCI All Crude Spot Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI All Crude Spot Index Analyses