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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0267	21.66***
α ARCH Response to squared shocks	0.0749	24.47***
β GARCH Volatility persistence	0.9225	532.61***
γ leverage Additional response to negative shocks	-0.0221	-4.97***

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S&P GSCI Soybeans Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Soybeans Index Analyses