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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0119	2.98***
α ARCH Response to squared shocks	0.0091	1.70*
β GARCH Volatility persistence	0.9636	191.30***
γ leverage Additional response to negative shocks	0.0361	2.23**

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CME Feeder Cattle GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CME Feeder Cattle Analyses