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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1971	6.15***
α ARCH Response to squared shocks	0.0522	28.39***
β GARCH Volatility persistence	0.9891	619.34***
ν DF Student-t tail thickness	6.4865	5.02***

V-Lab

CBOT Soybeans GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Soybeans Analyses