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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0156	9.50***
α ARCH Response to squared shocks	0.0251	14.54***
β GARCH Volatility persistence	0.9725	807.03***
γ leverage Additional response to negative shocks	0.0002	0.06

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ICE US Orange Juice GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Orange Juice Analyses