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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0723	16.53***
α ARCH Response to squared shocks	0.0961	16.61***
β GARCH Volatility persistence	0.8836	254.21***
γ leverage Additional response to negative shocks	0.0001	0.01

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CBOT Rough Rice GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Rough Rice Analyses