S&P GSCI All Cattle Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:17.04% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 18.58 | |
| 0.0468 | 31.69 | |
| 0.9435 | 576.68 |
Estimation Period:
Jan 7, 2002 to Mar 13, 2026
Jan 7, 2002 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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