S&P GSCI All Cattle Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:18.30% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9484 | 9.56 | |
| 0.0449 | 21.02 | |
| 0.9899 | 864.58 | |
| 9.3256 | 3.22 |
Estimation Period:
Jan 7, 2002 to Mar 6, 2026
Jan 7, 2002 to Mar 6, 2026
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