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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0146	18.70***
α ARCH Response to squared shocks	0.1098	30.85***
β GARCH Volatility persistence	0.9869	1,335.51***
γ leverage Additional response to negative shocks	-0.0136	-4.40***

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S&P GSCI Copper Spot Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Copper Spot Index Analyses