S&P GSCI All Cattle Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:14.31% (-0.20%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0118 | 16.69 | |
0.0138 | 8.45 | |
0.9463 | 620.09 | |
0.0551 | 14.68 |
Estimation Period:
Jan 7, 2002 to Oct 10, 2025
Jan 7, 2002 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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