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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8548	8.32***
α ARCH Response to squared shocks	0.0556	34.20***
β GARCH Volatility persistence	0.9881	692.93***
ν DF Student-t tail thickness	6.8367	5.90***

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

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News Impact Curve

Volatility Forecast

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Other S&P GSCI Soybeans Index Analyses