S&P GSCI Live Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:19.37% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8567 | 11.29 | |
| 0.0457 | 25.54 | |
| 0.9892 | 920.21 | |
| 8.9997 | 3.93 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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