粮食作为关乎国计民生的重要商品,其价格波动对一国的经济安全和人民日常生活有重要影响。本文针对我国2002年1月至2013年12月粮食市场价格月度数据,运用ARCH类模型对不同粮食品种价格收益率波动规律进行分析,研究发现大豆市场价格收益率存在明显的波动集簇性和非对称性特征,玉米市场价格收益率存在高风险高回报的特征。 Food, as an important commodity related to national economy and people’s livelihood, its price fluctuation has a significant impact on the economic security of a country and the daily life of its people. In this paper, according to the monthly data of grain market price from January 2002 to December 2013 in our country, the ARCH class model is used to analyze the volatility of price volatility of different grain varieties. The result shows that there is obvious volatility and volatility in soybean market, Symmetry characteristics, corn market price yields high risk characteristics of high returns.