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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4760	5.04***
α ARCH Response to squared shocks	0.1539	5.16***
β GARCH Volatility persistence	0.4456	6.33***

γ₁	-0.2992	-4.03***
γ₂	0.3420	3.03***
γ₃	-0.0265	-0.35
γ₄	-0.0630	-1.07
γ₅	0.1653	2.71***
γ₆	-0.2207	-3.07***
γ₇	0.0662	0.83
γ₈	0.1402	1.79*
γ₉	-0.1507	-2.74***

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CME Live Cattle Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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