S&P GSCI Feeder Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.01% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0449 | 13.84 | |
| 0.0513 | 22.50 | |
| 0.9863 | 876.67 | |
| 10.2313 | 3.32 |
Estimation Period:
Jan 7, 2002 to Feb 6, 2026
Jan 7, 2002 to Feb 6, 2026
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