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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0060	5.03***
α ARCH Response to squared shocks	0.0276	25.76***
β GARCH Volatility persistence	0.9611	684.03***
γ leverage Additional response to negative shocks	0.5317	16.22***

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CME Feeder Cattle AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CME Feeder Cattle Analyses