S&P GSCI Live Cattle Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:15.26% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0094 | 22.12 | |
| 0.0481 | 37.65 | |
| 0.9411 | 639.77 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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