S&P GSCI Feeder Cattle Index EGARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:16.65% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 2.93 | |
| 0.1028 | 30.92 | |
| 0.9818 | 1,129.82 | |
| -0.0469 | -16.14 |
Estimation Period:
Jan 7, 2002 to Jan 16, 2026
Jan 7, 2002 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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