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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7082	13.20***
α ARCH Response to squared shocks	0.0533	34.85***
β GARCH Volatility persistence	0.9888	1,229.91***
ν DF Student-t tail thickness	9.7080	4.32***

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Grains Spot Index Analyses