S&P GSCI All Cattle Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:22.25% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9599 | 9.37 | |
| 0.0447 | 21.43 | |
| 0.9905 | 893.97 | |
| 9.4049 | 3.26 |
Estimation Period:
Jan 7, 2002 to Dec 12, 2025
Jan 7, 2002 to Dec 12, 2025
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