S&P GSCI Live Cattle Index GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:24.30% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0094 | 22.00 | |
| 0.0490 | 38.17 | |
| 0.9405 | 639.77 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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