S&P GSCI Live Cattle Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:16.24% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0097 | 22.49 | |
| 0.0493 | 38.16 | |
| 0.9397 | 633.20 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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