S&P GSCI All Cattle Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.15% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 18.52 | |
| 0.0469 | 31.51 | |
| 0.9433 | 569.94 |
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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