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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0256	22.28***
α ARCH Response to squared shocks	0.1571	31.40***
β GARCH Volatility persistence	0.9856	1,430.45***
γ leverage Additional response to negative shocks	-0.0075	-1.89*

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S&P GSCI Heating Oil Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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