S&P GSCI Livestock Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:-0.00% (-10.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.8216 | 8,215,600.00 | |
| 0.0432 | 432,450.00 | |
| 0.2704 | 2,703,910.00 | |
| 0.0851 | 3.69 | |
| 0.9258 | 24.20 | |
| 0.0000 | 0.00 |
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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