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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	7.4128	6.18***
α ARCH Response to squared shocks	0.0438	43.39***
β GARCH Volatility persistence	0.9968	2,220.04***
ν DF Student-t tail thickness	6.1803	10.16***

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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