S&P GSCI Feeder Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:14.89% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0406 | 13.96 | |
| 0.0515 | 22.56 | |
| 0.9860 | 866.46 | |
| 10.2170 | 3.33 |
Estimation Period:
Jan 7, 2002 to Feb 20, 2026
Jan 7, 2002 to Feb 20, 2026
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