S&P GSCI Feeder Cattle Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.79% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 11.53 | |
| 0.0549 | 35.13 | |
| 0.9259 | 471.94 | |
| 0.4072 | 20.70 |
Estimation Period:
Jan 7, 2002 to Feb 6, 2026
Jan 7, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Feeder Cattle Index Analyses
Other AGARCH Analyses on Commodities