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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	8.94***
α ARCH Response to squared shocks	0.0946	1.46
β GARCH Volatility persistence	0.0560	0.96
γ leverage Additional response to negative shocks	0.0502	0.44

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CBOT Oats GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Oats Analyses