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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6790	2.46**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9981	225.92***

γ₁	-0.4470	-2.83***
γ₂	0.6097	2.59***
γ₃	-0.1656	-1.23
γ₄	-0.0742	-0.61
γ₅	0.1881	1.25
γ₆	-0.1554	-0.96
γ₇	0.0853	0.59
γ₈	-0.1368	-1.08
γ₉	0.1093	0.85
γ₁₀	0.0201	0.19

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CME Lean Hogs Zero Slope Spline-GARCH Volatility Analysis

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