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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2900	0.90
α ARCH Response to squared shocks	0.0547	4.67***
β GARCH Volatility persistence	0.9836	50.82***
ν DF Student-t tail thickness	3.5335	2.67***

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