V-Lab
V-Lab
S&P GSCI All Cattle Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:10.43% (-0.09%)

Analysis last updated: Tuesday, November 5, 2024 at 12:00 AM 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
ω0.92469.14
α0.044120.70
β0.9902835.64
ν93.24
Estimation Period:
Jan 7, 2002 to Nov 1, 2024