S&P GSCI Feeder Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:25.51% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0509 | 13.19 | |
| 0.0506 | 22.17 | |
| 0.9868 | 889.85 | |
| 10.0757 | 3.36 |
Estimation Period:
Jan 7, 2002 to Oct 31, 2025
Jan 7, 2002 to Oct 31, 2025
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