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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4910	6.49***
α ARCH Response to squared shocks	0.0269	5.88***
β GARCH Volatility persistence	0.9531	110.08***

γ₁	-0.0747	-2.34**
γ₂	0.0911	1.84*
γ₃	-0.0063	-0.18
γ₄	-0.0283	-0.94
γ₅	0.0243	1.19

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CME Feeder Cattle Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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