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	param	t-stat
$ω$	0.7593	8.19
$α$	0.0795	6.57
$β$	0.8748	58.52
$γ_{1}$	0.0095	0.77
$γ_{2}$	-0.0422	-2.29
$γ_{3}$	0.0615	4.85
$γ_{4}$	-0.0531	-2.61

V-Lab

CBOT Corn Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Corn Analyses