Price Risk Measurement of China’s Soybean Futures Market Based on the VAR-GJR-GARCH Model

Table 1

Daily yield series of China’s soybean futures’ main continuous contracts.

Statistic	Standard deviations	Skewness	Kurtosis	Jarque–Bera statistics	value
Soybean futures daily return series	0.0086258	1.436	14.74	7417	≤0.0000