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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.5707	8.21***
α ARCH Response to squared shocks	0.0771	41.36***
β GARCH Volatility persistence	0.9881	636.28***
ν DF Student-t tail thickness	8.3133	5.23***

V-Lab

NY Mercantile WTI Crude Oil GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other NY Mercantile WTI Crude Oil Analyses