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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0153	3.41***
α ARCH Response to squared shocks	0.0575	5.13***
β GARCH Volatility persistence	0.9550	162.28***
γ leverage Additional response to negative shocks	-0.0301	-2.01**

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S&P GSCI Silver Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Silver Index Analyses