S&P GSCI Feeder Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:24.04% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0549 | 13.44 | |
| 0.0509 | 22.40 | |
| 0.9869 | 898.81 | |
| 10.2208 | 3.34 |
Estimation Period:
Jan 7, 2002 to Dec 12, 2025
Jan 7, 2002 to Dec 12, 2025
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