S&P GSCI Livestock Spot Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:12.64% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 16.52 | |
| 0.0460 | 37.55 | |
| 0.9364 | 582.67 | |
| 0.2608 | 18.46 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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