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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.2184	6.24***
α ARCH Response to squared shocks	0.0391	41.92***
β GARCH Volatility persistence	0.9928	800.66***
ν DF Student-t tail thickness	5.5410	8.18***

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S&P GSCI Nickel Spot Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Nickel Spot Index Analyses