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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8034	5.48***
α ARCH Response to squared shocks	0.0475	6.58***
β GARCH Volatility persistence	0.9834	212.67***
ν DF Student-t tail thickness	14.0330	0.54

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Livestock Spot Index Analyses