S&P GSCI Live Cattle Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.28% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 0.28 | |
| 0.0904 | 37.87 | |
| 0.9867 | 1,636.30 | |
| -0.0442 | -25.07 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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