S&P GSCI Feeder Cattle Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:19.16% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 19.04 | |
| 0.0522 | 32.68 | |
| 0.9354 | 507.28 |
Estimation Period:
Jan 7, 2002 to Mar 13, 2026
Jan 7, 2002 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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