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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1994	6.17***
α ARCH Response to squared shocks	0.0525	28.42***
β GARCH Volatility persistence	0.9891	624.03***
ν DF Student-t tail thickness	6.5225	4.99***

V-Lab

CBOT Soybeans GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Soybeans Analyses