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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0235	4.30***
α ARCH Response to squared shocks	0.0417	4.08***
β GARCH Volatility persistence	0.9406	120.49***
γ leverage Additional response to negative shocks	0.0126	0.77

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Copper Spot Index Analyses