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

Table 9

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

Model	Degree of confidence (%)	Mean	Standard deviations	Minimum	Maximum
VAR-GJR-GARCH	99	−0.0196874	0.0080489	−0.0738947	−0.0098829
	95	−0.0139207	0.0056913	−0.0522501	−0.0069881
	90	−0.0108461	0.0044343	−0.0407099	−0.0054447