S&P GSCI Feeder Cattle Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:13.89% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 11.54 | |
| 0.0550 | 35.10 | |
| 0.9257 | 470.15 | |
| 0.4080 | 20.72 |
Estimation Period:
Jan 7, 2002 to Feb 13, 2026
Jan 7, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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