S&P GSCI All Cattle Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.03% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0096 | 18.68 | |
| 0.0469 | 31.53 | |
| 0.9430 | 569.46 |
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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