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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0076	2.66***
α ARCH Response to squared shocks	0.0375	3.41***
β GARCH Volatility persistence	0.9680	163.08***
γ leverage Additional response to negative shocks	-0.0164	-1.22

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S&P GSCI Zinc Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Zinc Index Analyses