S&P GSCI Live Cattle Index GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:22.65% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0094 | 22.05 | |
| 0.0490 | 38.00 | |
| 0.9404 | 637.14 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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