S&P GSCI Live Cattle Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.56% (+2.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 0.28 | |
| 0.0908 | 37.93 | |
| 0.9866 | 1,630.76 | |
| -0.0443 | -25.11 |
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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