S&P GSCI All Cattle Spot Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:13.32% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 2.67 | |
| 0.0440 | 31.57 | |
| 0.9421 | 576.92 | |
| 0.5087 | 21.41 |
Estimation Period:
Jan 7, 2002 to Feb 13, 2026
Jan 7, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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