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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9125	4.83***
α ARCH Response to squared shocks	0.0365	3.91***
β GARCH Volatility persistence	0.9441	71.24***

γ₁	0.0011	0.04
γ₂	0.0064	0.14
γ₃	0.0322	0.96
γ₄	-0.1254	-5.32***
γ₅	0.1482	8.06***
γ₆	-0.0852	-5.59***
γ₇	0.0277	2.51**

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S&P GSCI Zinc Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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