S&P GSCI Live Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:21.60% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8626 | 11.33 | |
| 0.0461 | 25.91 | |
| 0.9893 | 928.03 | |
| 9.0173 | 3.97 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
Other GAS-GARCH Student T Analyses on Commodities