S&P GSCI All Cattle Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:20.56% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9485 | 9.28 | |
| 0.0441 | 20.94 | |
| 0.9904 | 876.46 | |
| 9.3260 | 3.23 |
Estimation Period:
Jan 7, 2002 to Oct 31, 2025
Jan 7, 2002 to Oct 31, 2025
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