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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8611	11.64***
α ARCH Response to squared shocks	0.0460	25.73***
β GARCH Volatility persistence	0.9891	940.17***
ν DF Student-t tail thickness	9.0689	3.93***

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S&P GSCI Live 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 Live Cattle Index Analyses