Univariate GARCH estimates | ||||
WTI | Corn | Wheat | Soybeans | |
ARCH a | 0.0552 (0.0286) | 0.0573 (0.0178) | 0.0398 (0.0163) | 0.0508 (0.0159) |
GARCH β | 0.9245 (0.0382) | 0.9335 (0.0188) | 0.9500 (0.0200) | 0.9386 (0.0187) |
Log-likelihood | 72398.71 | 7982.05 | 7560.59 | 8343.49 |
Combined | 31124.83 | |||
AIC | −62233.65 |