S&P GSCI Livestock Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:12.42% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 21.04 | |
| 0.0250 | 14.08 | |
| 0.9390 | 619.81 | |
| 0.0377 | 9.56 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Livestock Spot Index Analyses
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