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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	51
α ARCH Response to squared shocks	0.0013	0.64
β GARCH Volatility persistence	0.9085	233.97***
γ leverage Additional response to negative shocks	0.0754	24.57***
λ₁ tau intercept Baseline long-term coefficient	0.0143	2.64***
λ₂ forecast adj. Forecast performance sensitivity	0.0632	4.06***
λ₃ tau persistence Long-term factor persistence	0.9212	45.41***

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S&P GSCI All Cattle Spot Index MF2-GARCH Volatility Analysis

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