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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	8.0406	0.95
α ARCH Response to squared shocks	0.0815	8.58***
β GARCH Volatility persistence	0.9857	62.85***
ν DF Student-t tail thickness	3.1145	7.61***

V-Lab

CBOT Oats GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Oats Analyses