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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1804	5.92***
α ARCH Response to squared shocks	0.0869	3.08***
β GARCH Volatility persistence	0.2980	0.99

γ₁	-0.8670	-7.28***
γ₂	1.0629	6.45***
γ₃	-0.1924	-2.34**
γ₄	-0.0635	-0.90
γ₅	0.1453	2.43**
γ₆	-0.1703	-2.48**
γ₇	0.1222	1.33
γ₈	0.0067	0.06
γ₉	-0.1133	-0.98
γ₁₀	0.0967	1.15

V-Lab

CBOT Oats Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Oats Analyses