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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0287	16.13***
α ARCH Response to squared shocks	0.0761	18.75***
β GARCH Volatility persistence	0.9229	468.69***
γ leverage Additional response to negative shocks	-0.0187	-3.43***

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CBOT Soybeans GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Soybeans Analyses