S&P GSCI All Cattle Spot Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.95% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 1.11 | |
| 0.0883 | 30.54 | |
| 0.9854 | 1,353.52 | |
| -0.0485 | -20.72 |
Estimation Period:
Jan 7, 2002 to Feb 6, 2026
Jan 7, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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