S&P GSCI Feeder Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:25.30% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0540 | 13.37 | |
| 0.0508 | 22.37 | |
| 0.9869 | 897.98 | |
| 10.1706 | 3.35 |
Estimation Period:
Jan 7, 2002 to Nov 21, 2025
Jan 7, 2002 to Nov 21, 2025
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