S&P GSCI Live Cattle Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.27% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 0.32 | |
| 0.0903 | 37.87 | |
| 0.9867 | 1,641.85 | |
| -0.0441 | -25.03 |
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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