S&P GSCI Feeder Cattle Index GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:26.67% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0128 | 18.24 | |
| 0.0517 | 32.34 | |
| 0.9368 | 509.11 |
Estimation Period:
Jan 7, 2002 to Nov 14, 2025
Jan 7, 2002 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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