V-Lab
S&P GSCI Live Cattle Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, April 18th, 2025:23.24% (+2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0600 | 600,350.00 | |
| -0.1201 | -1,200,500.00 | |
| 0.4817 | 13.47 | |
| 0.8428 | 14.26 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Apr 11, 2025
Jan 2, 1990 to Apr 11, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Live Cattle Index Analyses
Other MF2-GARCH Analyses on Commodities