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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0139	15.09***
α ARCH Response to squared shocks	0.1529	36.26***
β GARCH Volatility persistence	0.9890	1,140.76***
γ leverage Additional response to negative shocks	0.0100	2.86***

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CBOT Soybeans EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Soybeans Analyses