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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0264	18.52***
α ARCH Response to squared shocks	0.1520	33.66***
β GARCH Volatility persistence	0.9815	825.46***
γ leverage Additional response to negative shocks	-0.0065	-1.56

V-Lab

CBOT Corn EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Corn Analyses