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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	35.70***
α ARCH Response to squared shocks	0.0955	5.89***
β GARCH Volatility persistence	0.0562	3.83***
γ leverage Additional response to negative shocks	0.0498	1.73*

V-Lab

CBOT Oats GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Oats Analyses