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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0285	4.02***
α ARCH Response to squared shocks	0.0756	4.67***
β GARCH Volatility persistence	0.9234	118.06***
γ leverage Additional response to negative shocks	-0.0189	-0.87

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CBOT Soybeans GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Soybeans Analyses