S&P GSCI All Cattle Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:13.90% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9425 | 9.61 | |
| 0.0451 | 21.00 | |
| 0.9898 | 854.74 | |
| 9.2989 | 3.23 |
Estimation Period:
Jan 7, 2002 to Feb 13, 2026
Jan 7, 2002 to Feb 13, 2026
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