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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0516	14.07***
α ARCH Response to squared shocks	0.0511	22.66***
β GARCH Volatility persistence	0.9864	889.44***
ν DF Student-t tail thickness	10.4316	3.28***

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

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News Impact Curve

Volatility Forecast

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Other S&P GSCI Feeder Cattle Index Analyses