S&P GSCI Live Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:17.32% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8596 | 11.49 | |
| 0.0463 | 25.66 | |
| 0.9889 | 921.66 | |
| 8.9566 | 3.98 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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