S&P GSCI Live Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:17.14% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8596 | 11.50 | |
| 0.0463 | 25.87 | |
| 0.9890 | 922.59 | |
| 8.9955 | 3.98 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
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