V-Lab
S&P GSCI All Cattle Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, April 18th, 2025:16.12% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0050 | 49,530.00 | |
| -0.0099 | -98,870.00 | |
| 0.4357 | 20.59 | |
| 0.7769 | 16.68 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 7, 2002 to Apr 11, 2025
Jan 7, 2002 to Apr 11, 2025
News Impact Curve
Volatility Forecasts
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