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	param	t-stat
$ω$	0.0577	18.70
$α$	0.0626	17.55
$β$	0.9099	372.15
$γ$	0.0246	3.34

V-Lab

CBOT Corn GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Corn Analyses