S&P GSCI Livestock Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:12.51% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 23.69 | |
| 0.0487 | 38.56 | |
| 0.9352 | 587.06 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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