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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0793	32.46***
α ARCH Response to squared shocks	0.0926	54.77***
β GARCH Volatility persistence	0.8921	607.68***
γ leverage Additional response to negative shocks	0.1461	5.83***

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S&P GSCI Heating Oil Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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