V-Lab
V-Lab
S&P GSCI All Cattle Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:11.65% (+0.24%)

Analysis last updated: Sunday, December 22, 2024 at 01:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI All Cattle Spot Index GAS-GARCH-T
paramt-stat
ω0.92269.31
α0.044220.95
β0.9903858.12
ν93.23
Estimation Period:
Jan 7, 2002 to Dec 20, 2024