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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	18.5428	10.14***
α ARCH Response to squared shocks	0.0546	35.29***
β GARCH Volatility persistence	0.9986	3,566.35***
ν DF Student-t tail thickness	3.1084	46.21***

V-Lab

CME Lumber GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CME Lumber Analyses