V-Lab
S&P GSCI Feeder Cattle Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:13.56% (-0.11%)
Analysis last updated: Tuesday, November 5, 2024 at 12:00 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0030 | 2.45 | |
| 0.1007 | 29.23 | |
| 0.9824 | 1105.01 | |
| -0.0467 | -15.90 |
Estimation Period:
Jan 7, 2002 to Nov 1, 2024
Jan 7, 2002 to Nov 1, 2024
News Impact Curve
Volatility Forecasts
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