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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9511	9.86***
α ARCH Response to squared shocks	0.0447	21.18***
β GARCH Volatility persistence	0.9900	891.12***
ν DF Student-t tail thickness	9.5523	3.17***

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S&P GSCI All Cattle Spot Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI All Cattle Spot Index Analyses