S&P GSCI Live Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:13.64% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8564 | 11.49 | |
| 0.0464 | 25.64 | |
| 0.9888 | 913.06 | |
| 8.9331 | 3.98 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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