V-Lab
S&P GSCI Live Cattle Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:19.91% (-0.49%)
Analysis last updated: Thursday, May 2, 2024 at 12:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9999900.00 | |
| 0.0600 | 600350.00 | |
| -0.1201 | -1200500.00 | |
| 0.5100 | 51.64 | |
| 0.8040 | 80397.60 | |
| 0.0000 | 0.01 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024
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