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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.7628	6.50***
α ARCH Response to squared shocks	0.0560	31.61***
β GARCH Volatility persistence	0.9933	910.49***
ν DF Student-t tail thickness	9.7404	3.39***

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State Street SPDR S&P Metals & Mining ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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