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

Table 2

Stability test of China’s soybean futures yield series.

		t-statistic	Prob.^∗
Augmented Dickey–Fuller test statistic		−30.923	≤0.0000
Test critical values	1% level	−3.430
	5% level	−2.860
	10% level	−2.570