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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0180	5.39***
α ARCH Response to squared shocks	0.0658	6.11***
β GARCH Volatility persistence	0.9341	157.55***
γ leverage Additional response to negative shocks	-0.0189	-1.09

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S&P GSCI Grains Spot Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Grains Spot Index Analyses