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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2228	0.88
α ARCH Response to squared shocks	0.0586	5.27***
β GARCH Volatility persistence	0.9825	48.47***
ν DF Student-t tail thickness	3.1976	3.51***

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CME Feeder Cattle GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CME Feeder Cattle Analyses