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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2943	21.38***
α ARCH Response to squared shocks	0.1501	10.62***
β GARCH Volatility persistence	0.6246	46.27***
γ leverage Additional response to negative shocks	0.0127	0.71

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CME Live Cattle GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CME Live Cattle Analyses