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	param	t-stat
$ω$	0.7634	7.73
$α$	0.0791	6.74
$β$	0.8804	63.45
$γ_{1}$	0.0068	0.53
$γ_{2}$	-0.0359	-1.85
$γ_{3}$	0.0500	4.26
$γ_{4}$	-0.0254	-3.26

V-Lab

CBOT Corn Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Corn Analyses