S&P GSCI Live Cattle Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 25th, 2025:5.24% (-6.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.6425 | 12.79 | |
| 0.2734 | 11.38 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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