S&P GSCI Live Cattle Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.49% (+4.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0043 | 7.38 | |
| 0.0457 | 39.08 | |
| 0.9415 | 681.23 | |
| 0.3965 | 29.57 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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