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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7616	7.70***
α ARCH Response to squared shocks	0.0795	6.77***
β GARCH Volatility persistence	0.8798	63.35***

γ₁	0.0066	0.51
γ₂	-0.0356	-1.84*
γ₃	0.0502	4.29***
γ₄	-0.0258	-3.34***

V-Lab

CBOT Corn Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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