S&P GSCI All Cattle Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:25.08% (+3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 16.58 | |
| 0.0137 | 8.44 | |
| 0.9466 | 625.22 | |
| 0.0551 | 14.68 |
Estimation Period:
Jan 7, 2002 to Oct 24, 2025
Jan 7, 2002 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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