V-Lab
V-Lab
S&P GSCI All Cattle Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 21st, 2024:10.52% (-0.27%)

Analysis last updated: Thursday, November 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI All Cattle Spot Index GAS-GARCH-T
paramt-stat
ω0.92349.12
α0.044120.85
β0.9903841.40
ν93.25
Estimation Period:
Jan 7, 2002 to Nov 15, 2024