S&P GSCI All Cattle Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:16.87% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9499 | 9.51 | |
| 0.0449 | 21.17 | |
| 0.9901 | 870.03 | |
| 9.3438 | 3.24 |
Estimation Period:
Jan 7, 2002 to Jan 2, 2026
Jan 7, 2002 to Jan 2, 2026
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