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V-Lab

CME Feeder Cattle GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

16.98%

decreased by 0.96%

1 Week

17.00%

decreased by 0.94%

1 Month

17.07%

decreased by 0.87%

Analysis last updated: Saturday, July 18, 2026 at 04:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CME Feeder Cattle GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 3, 2001 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 39 trading days, meaning a shock loses half its impact after approximately 39 days. Returns follow a Student-t distribution with v = 3.20 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2195
3.51***
α

ARCH

Response to squared shocks

0.0588
21.07***
β

GARCH

Volatility persistence

0.9824
193.97***
ν

DF

Student-t tail thickness

3.2022
14.00***

Persistence:

0.982

Half-life:

39 days