S&P GSCI Live Cattle Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.21% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 7.33 | |
| 0.0453 | 38.93 | |
| 0.9421 | 685.17 | |
| 0.3953 | 29.45 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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