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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9117	7.64***
α ARCH Response to squared shocks	0.0677	8.05***
β GARCH Volatility persistence	0.9167	106.39***

γ₁	-0.0065	-2.31**
γ₂	0.0089	2.47**

V-Lab

CBOT Soybeans Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOT Soybeans Analyses