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V-Lab

CME Live Cattle GAS-GARCH Student T Volatility Analysis

Volatility prediction for Friday, July 17th, 2026

1 Day

16.27%

increased by 1.20%

1 Week

16.33%

increased by 1.26%

1 Month

16.55%

increased by 1.48%

Analysis last updated: Friday, July 17, 2026 at 02:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CME Live Cattle GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 1, 2001 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 42 trading days, meaning a shock loses half its impact after approximately 42 days. Returns follow a Student-t distribution with v = 3.51 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2940
3.57***
α

ARCH

Response to squared shocks

0.0550
18.82***
β

GARCH

Volatility persistence

0.9836
201.84***
ν

DF

Student-t tail thickness

3.5116
10.87***

Persistence:

0.984

Half-life:

42 days