S&P GSCI All Cattle Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:15.28% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9450 | 9.62 | |
| 0.0451 | 21.07 | |
| 0.9899 | 860.00 | |
| 9.3251 | 3.23 |
Estimation Period:
Jan 7, 2002 to Jan 23, 2026
Jan 7, 2002 to Jan 23, 2026
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