S&P GSCI Feeder Cattle Index AGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:26.96% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 11.30 | |
| 0.0549 | 34.91 | |
| 0.9266 | 469.17 | |
| 0.4038 | 20.62 |
Estimation Period:
Jan 7, 2002 to Nov 7, 2025
Jan 7, 2002 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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