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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	46
α ARCH Response to squared shocks	0.0778	6.52***
β GARCH Volatility persistence	0.1177	4.29***
γ leverage Additional response to negative shocks	0.1900	7.24***
λ₁ tau intercept Baseline long-term coefficient	0.4470	0.22
λ₂ forecast adj. Forecast performance sensitivity	0.4403	0.23
λ₃ tau persistence Long-term factor persistence	0.2252	0.07

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CME Live Cattle MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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