S&P GSCI All Cattle Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:15.32% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9313 | 9.61 | |
| 0.0440 | 20.72 | |
| 0.9901 | 873.10 | |
| 9.4176 | 3.16 |
Estimation Period:
Jan 7, 2002 to Oct 10, 2025
Jan 7, 2002 to Oct 10, 2025
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