S&P GSCI Feeder Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:18.64% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0488 | 13.84 | |
| 0.0513 | 22.56 | |
| 0.9863 | 876.69 | |
| 10.2577 | 3.31 |
Estimation Period:
Jan 7, 2002 to Mar 13, 2026
Jan 7, 2002 to Mar 13, 2026
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