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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.0052	9.83***
α ARCH Response to squared shocks	0.0475	25.97***
β GARCH Volatility persistence	0.9885	794.58***
ν DF Student-t tail thickness	9.4073	3.20***

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