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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2258	3.51***
α ARCH Response to squared shocks	0.0587	21.26***
β GARCH Volatility persistence	0.9827	196.81***
ν DF Student-t tail thickness	3.2053	14.12***

V-Lab

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