S&P GSCI Feeder Cattle Index GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:17.81% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 18.86 | |
| 0.0522 | 32.45 | |
| 0.9354 | 501.57 |
Estimation Period:
Jan 7, 2002 to Jan 9, 2026
Jan 7, 2002 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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