S&P GSCI Live Cattle Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:-0.00% (-12.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0101 | 100,980.00 | |
| -0.0202 | -201,770.00 | |
| 0.2623 | 18.45 | |
| 0.7613 | 21.00 | |
| 0.0000 | 0.00 |
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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