S&P GSCI Live Cattle Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:14.25% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0097 | 22.55 | |
| 0.0491 | 38.13 | |
| 0.9398 | 634.14 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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