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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1175	20.43***
α ARCH Response to squared shocks	0.0917	26.69***
β GARCH Volatility persistence	0.9172	554.19***
γ leverage Additional response to negative shocks	-0.0367	-7.44***

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S&P GSCI Natural Gas Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Natural Gas Index Analyses