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

Table 8

Risk value calculation of the two models at different confidence levels.

Model	Degree of confidence (%)	Mean	Standard deviations	Minimum	Maximum
VAR-GARCH	99	−0.0190769	0.0077497	−0.111965	−0.0090189
	95	−0.013489	0.0054798	−0.0791691	−0.0063772
	90	−0.0105098	0.0042695	−0.0616835	−0.0049687