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	param	t-stat
$ω$	0.9124	4.86
$α$	0.0364	3.89
$β$	0.9441	70.83
$γ_{1}$	0.0022	0.08
$γ_{2}$	0.0039	0.09
$γ_{3}$	0.0359	1.06
$γ_{4}$	-0.1291	-5.47
$γ_{5}$	0.1496	8.18
$γ_{6}$	-0.0845	-5.52
$γ_{7}$	0.0271	2.41

V-Lab

S&P GSCI Zinc Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Zinc Index Analyses