S&P GSCI Live Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:22.05% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8683 | 11.32 | |
| 0.0463 | 26.15 | |
| 0.9894 | 938.73 | |
| 9.0497 | 3.99 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
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