S&P GSCI All Cattle Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:1.96% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.7434 | 37.14 | |
| 0.1570 | 27.47 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 7, 2002 to Oct 31, 2025
Jan 7, 2002 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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