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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.4196	6.69***
α ARCH Response to squared shocks	0.0300	51.61***
β GARCH Volatility persistence	0.9974	2,192.11***
ν DF Student-t tail thickness	6.2405	12.51***

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Zinc Index Analyses