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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0542	17.51***
α ARCH Response to squared shocks	0.0716	31.62***
β GARCH Volatility persistence	0.9138	360.34***

V-Lab

CBOT Corn GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Corn Analyses