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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0515	23.50***
α ARCH Response to squared shocks	0.0625	16.36***
β GARCH Volatility persistence	0.9141	448.99***
γ leverage Additional response to negative shocks	0.0305	5.01***

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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