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{name} Model Equation

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Param	Value	t-stat
ωconst	1.1194	4.69***
αARCH	0.0405	4.33***
βGARCH	0.9457	79.13***

γ₁	0.0305	3.98***
γ₂	-0.0416	-3.72***
γ₃	0.0057	0.60
γ₄	0.0265	2.08**

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1194	4.69***
α ARCH Response to squared shocks	0.0405	4.33***
β GARCH Volatility persistence	0.9457	79.13***

γ₁	0.0305	3.98***
γ₂	-0.0416	-3.72***
γ₃	0.0057	0.60
γ₄	0.0265	2.08**

V-Lab

S&P GSCI Precious Metals Spot Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Precious Metals Spot Index Analyses