S&P GSCI All Cattle Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:21.77% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0089 | 17.97 | |
| 0.0455 | 31.16 | |
| 0.9452 | 583.83 |
Estimation Period:
Jan 7, 2002 to Oct 24, 2025
Jan 7, 2002 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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