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Mathematical Modeling of the Price Volatility of Maize and Sorghum between 1960 and 2022

Journal of Mathematics Letters | Vol 1, Issue 1

Table 3. Heteroskedasticity Test: ARCH

Maize Returns
F-statistic11269.63    Prob. F(1,749)0.0000
Obs*R-squared704.1977    Prob. Chi-Square(1)0.0000
Sorghum Returns
F-statistic11714.10    Prob. F(1,725)0.0000
Obs*R-squared684.6276    Prob. Chi-Square(1)0.0000
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