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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0578	18.72***
α ARCH Response to squared shocks	0.0624	17.57***
β GARCH Volatility persistence	0.9100	373.09***
γ leverage Additional response to negative shocks	0.0250	3.40***

V-Lab

CBOT Corn GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Corn Analyses