S&P GSCI Feeder Cattle Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.90% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 2.90 | |
| 0.1028 | 30.89 | |
| 0.9817 | 1,123.19 | |
| -0.0471 | -16.18 |
Estimation Period:
Jan 7, 2002 to Feb 6, 2026
Jan 7, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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