S&P GSCI All Cattle Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.82% (+2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 1.09 | |
| 0.0885 | 30.49 | |
| 0.9853 | 1,346.02 | |
| -0.0487 | -20.76 |
Estimation Period:
Jan 7, 2002 to Jan 23, 2026
Jan 7, 2002 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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