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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0437	15.99***
α ARCH Response to squared shocks	0.0478	23.48***
β GARCH Volatility persistence	0.9411	420.34***
γ leverage Additional response to negative shocks	-0.3304	-6.75***

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S&P GSCI Nickel Spot Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Nickel Spot Index Analyses