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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8583	11.69***
α ARCH Response to squared shocks	0.0460	25.69***
β GARCH Volatility persistence	0.9890	936.54***
ν DF Student-t tail thickness	9.0659	3.93***

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

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Volatility Forecast

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