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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4794	5.09***
α ARCH Response to squared shocks	0.1535	5.17***
β GARCH Volatility persistence	0.4336	6.11***

γ₁	-0.2954	-4.05***
γ₂	0.3392	3.06***
γ₃	-0.0296	-0.39
γ₄	-0.0581	-0.99
γ₅	0.1612	2.67***
γ₆	-0.2226	-3.15***
γ₇	0.0762	0.98
γ₈	0.1280	1.66*
γ₉	-0.1427	-2.65***

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