S&P GSCI All Cattle Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.14% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 17.07 | |
| 0.0138 | 8.38 | |
| 0.9446 | 610.63 | |
| 0.0569 | 14.99 |
Estimation Period:
Jan 7, 2002 to Feb 20, 2026
Jan 7, 2002 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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