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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2961	3.58***
α ARCH Response to squared shocks	0.0550	18.74***
β GARCH Volatility persistence	0.9835	202.42***
ν DF Student-t tail thickness	3.5255	10.76***

V-Lab

CME Live Cattle GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CME Live Cattle Analyses