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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9129	7.65***
α ARCH Response to squared shocks	0.0673	8.07***
β GARCH Volatility persistence	0.9171	107.23***

γ₁	-0.0064	-2.28**
γ₂	0.0088	2.44**

V-Lab

CBOT Soybeans Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Soybeans Analyses