S&P GSCI Feeder Cattle Index GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:18.42% (+1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0128 | 18.38 | |
| 0.0505 | 31.82 | |
| 0.9376 | 509.29 |
Estimation Period:
Jan 7, 2002 to Oct 17, 2025
Jan 7, 2002 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Feeder Cattle Index Analyses
Other GARCH Analyses on Commodities