S&P GSCI Livestock Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:12.38% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8033 | 21.72 | |
| 0.0480 | 26.48 | |
| 0.9834 | 846.32 | |
| 13.9994 | 2.19 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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