S&P GSCI All Cattle Spot Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:13.60% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 1.06 | |
| 0.0885 | 30.50 | |
| 0.9853 | 1,344.14 | |
| -0.0487 | -20.75 |
Estimation Period:
Jan 7, 2002 to Feb 20, 2026
Jan 7, 2002 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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