S&P GSCI Live Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:15.81% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8578 | 11.50 | |
| 0.0463 | 25.65 | |
| 0.9889 | 919.05 | |
| 8.9483 | 3.98 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
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