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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5551	9.97***
α ARCH Response to squared shocks	0.0363	32.55***
β GARCH Volatility persistence	0.9911	901.81***
ν DF Student-t tail thickness	9.3990	3.03***

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Softs Spot Index Analyses