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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 6. Diagnostic Test for the Two Best Fitted GARCH Family Models
| Heteroskedasticity Test: ARCH | |||
| IGARCH(1,1) – MAIZE | |||
| F-statistic | 0.748158 | Prob. F(1,749) | 0.3873 |
| Obs*R-squared | 0.749407 | Prob. Chi-Square(1) | 0.3867 |
| IGARCH (1,1) - SORGHUM | |||
| F-statistic | 3.203876 | Prob. F(1,724) | 0.0739 |
| Obs*R-squared | 3.198572 | Prob. Chi-Square(1) | 0.0737 |