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	param	t-stat
$ω$	0.2043	7.05
$α$	0.0838	3.11
$β$	0.3534	1.13
$γ_{1}$	-0.7166	-7.51
$γ_{2}$	0.9277	6.70
$γ_{3}$	-0.2750	-4.03
$γ_{4}$	0.0904	1.67
$γ_{5}$	-0.0339	-0.53
$γ_{6}$	-0.0211	-0.34
$γ_{7}$	0.1019	1.60
$γ_{8}$	-0.1507	-2.18
$γ_{9}$	0.1085	2.08

V-Lab

CBOT Oats Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Oats Analyses