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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0712	17.61***
α ARCH Response to squared shocks	0.0868	20.14***
β GARCH Volatility persistence	0.8886	277.87***
γ leverage Additional response to negative shocks	0.0051	0.62

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CBOT Rough Rice GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Rough Rice Analyses