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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.0128	2.43**
α ARCH Response to squared shocks	0.0471	6.47***
β GARCH Volatility persistence	0.9886	199.28***
ν DF Student-t tail thickness	9.3634	0.80

V-Lab

Chicago SRW Wheat GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Chicago SRW Wheat Analyses