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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0292	15.51***
α ARCH Response to squared shocks	0.0666	31.43***
β GARCH Volatility persistence	0.9218	459.27***
γ leverage Additional response to negative shocks	-0.1154	-3.23***

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CBOT Soybeans AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Soybeans Analyses