S&P GSCI Live Cattle Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:22.71% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 18.26 | |
| 0.0176 | 13.25 | |
| 0.9458 | 732.03 | |
| 0.0504 | 15.60 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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