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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0712	17.63***
α ARCH Response to squared shocks	0.0865	20.13***
β GARCH Volatility persistence	0.8889	278.82***
γ leverage Additional response to negative shocks	0.0051	0.62

V-Lab

CBOT Rough Rice GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Rough Rice Analyses