Mathematical Modeling of the Price Volatility of Maize and Sorghum between 1960 and 2022
Table 3.
Heteroskedasticity Test: ARCH
|
| Maize Returns |
|
|
| F-statistic |
11269.63 |
Prob. F(1,749) |
0.0000 |
|
| Obs*R-squared |
704.1977 |
Prob. Chi-Square(1) |
0.0000 |
|
| Sorghum Returns |
|
| F-statistic |
11714.10 |
Prob. F(1,725) |
0.0000 |
|
| Obs*R-squared |
684.6276 |
Prob. Chi-Square(1) |
0.0000 |
|
|
|
