S&P GSCI All Cattle Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:23.35% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 17.96 | |
| 0.0459 | 31.24 | |
| 0.9448 | 581.09 |
Estimation Period:
Jan 7, 2002 to Oct 31, 2025
Jan 7, 2002 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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