S&P GSCI Live Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:14.79% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8568 | 11.59 | |
| 0.0465 | 25.78 | |
| 0.9888 | 916.44 | |
| 8.9808 | 3.97 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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