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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9758	259.99***
γ leverage Additional response to negative shocks	0.0248	9.90***
λ₁ tau intercept Baseline long-term coefficient	0.0605	0.36
λ₂ forecast adj. Forecast performance sensitivity	0.0414	0.39
λ₃ tau persistence Long-term factor persistence	0.9057	3.64***

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CME Feeder Cattle MF2-GARCH Volatility Analysis

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