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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.0699	5.27***
α ARCH Response to squared shocks	0.0587	25.99***
β GARCH Volatility persistence	0.9883	426.54***
ν DF Student-t tail thickness	5.7559	6.54***

V-Lab

CBOT Corn GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Corn Analyses