S&P GSCI All Cattle Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:22.55% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9572 | 9.35 | |
| 0.0446 | 21.33 | |
| 0.9905 | 889.13 | |
| 9.3793 | 3.25 |
Estimation Period:
Jan 7, 2002 to Nov 21, 2025
Jan 7, 2002 to Nov 21, 2025
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