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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.7551	5.63***
α ARCH Response to squared shocks	0.0614	36.27***
β GARCH Volatility persistence	0.9895	499.23***
ν DF Student-t tail thickness	4.4045	15.73***

V-Lab

CBOT Rough Rice GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Rough Rice Analyses