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	param	t-stat
$ω$	0.1994	6.88
$α$	0.0847	3.14
$β$	0.3524	1.15
$γ_{1}$	-0.7329	-7.70
$γ_{2}$	0.9546	6.91
$γ_{3}$	-0.2947	-4.32
$γ_{4}$	0.1060	1.96
$γ_{5}$	-0.0435	-0.69
$γ_{6}$	-0.0177	-0.29
$γ_{7}$	0.1035	1.60
$γ_{8}$	-0.1569	-2.07
$γ_{9}$	0.1237	1.46

V-Lab

CBOT Oats Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Oats Analyses