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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0098	12.27***
α ARCH Response to squared shocks	0.0358	34.90***
β GARCH Volatility persistence	0.9605	893.49***
γ leverage Additional response to negative shocks	-0.1536	-3.31***

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S&P GSCI Lead Spot Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Lead Spot Index Analyses