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	param	t-stat
$ω$	0.7640	7.71
$α$	0.0790	6.74
$β$	0.8807	63.61
$γ_{1}$	0.0071	0.55
$γ_{2}$	-0.0366	-1.88
$γ_{3}$	0.0507	4.30
$γ_{4}$	-0.0259	-3.29

V-Lab

CBOT Corn Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Corn Analyses