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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4772	5.04***
α ARCH Response to squared shocks	0.1530	5.15***
β GARCH Volatility persistence	0.4477	6.35***

γ₁	-0.2979	-4.03***
γ₂	0.3409	3.03***
γ₃	-0.0273	-0.36
γ₄	-0.0615	-1.04
γ₅	0.1638	2.69***
γ₆	-0.2211	-3.09***
γ₇	0.0693	0.88
γ₈	0.1366	1.75*
γ₉	-0.1482	-2.72***

V-Lab

CME Live Cattle Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CME Live Cattle Analyses