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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8049	21.87***
α ARCH Response to squared shocks	0.0477	26.35***
β GARCH Volatility persistence	0.9834	849.20***
ν DF Student-t tail thickness	14.0332	2.17**

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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