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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1095	22.71***
α ARCH Response to squared shocks	0.0632	13.37***
β GARCH Volatility persistence	0.8903	290.08***
γ leverage Additional response to negative shocks	0.0601	6.82***

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NY Mercantile WTI Crude Oil GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other NY Mercantile WTI Crude Oil Analyses