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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0574	4.67***
α ARCH Response to squared shocks	0.0618	4.38***
β GARCH Volatility persistence	0.9107	93.75***
γ leverage Additional response to negative shocks	0.0251	0.86

V-Lab

CBOT Corn GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Corn Analyses