S&P GSCI All Cattle Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:25.10% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9662 | 9.32 | |
| 0.0448 | 21.56 | |
| 0.9907 | 903.90 | |
| 9.4282 | 3.27 |
Estimation Period:
Jan 7, 2002 to Dec 5, 2025
Jan 7, 2002 to Dec 5, 2025
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