S&P GSCI Feeder Cattle Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:15.04% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 19.06 | |
| 0.0523 | 32.52 | |
| 0.9351 | 502.22 |
Estimation Period:
Jan 7, 2002 to Feb 13, 2026
Jan 7, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Feeder Cattle Index Analyses
Other GARCH Analyses on Commodities