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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0393	12.54***
α ARCH Response to squared shocks	0.1855	21.36***
β GARCH Volatility persistence	0.9706	319.48***
γ leverage Additional response to negative shocks	-0.0083	-1.04

V-Lab

CBOT Rough Rice EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Rough Rice Analyses