S&P GSCI Live Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:14.04% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8470 | 11.57 | |
| 0.0457 | 25.43 | |
| 0.9890 | 920.02 | |
| 9.0607 | 3.88 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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