S&P GSCI All Cattle Spot Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:17.86% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0093 | 18.22 | |
| 0.0467 | 31.45 | |
| 0.9438 | 571.29 |
Estimation Period:
Jan 7, 2002 to Dec 26, 2025
Jan 7, 2002 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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