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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.9537	9.96***
α ARCH Response to squared shocks	0.0444	32.43***
β GARCH Volatility persistence	0.9853	651.22***
ν DF Student-t tail thickness	6.0247	6.01***

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Coffee Index Analyses