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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.9523	14.11***
α ARCH Response to squared shocks	0.0595	32.95***
β GARCH Volatility persistence	0.9854	647.03***
ν DF Student-t tail thickness	10.2268	3.93***

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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