S&P GSCI Feeder Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:18.40% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0326 | 13.62 | |
| 0.0500 | 21.97 | |
| 0.9865 | 891.95 | |
| 10.1278 | 3.30 |
Estimation Period:
Jan 7, 2002 to Oct 10, 2025
Jan 7, 2002 to Oct 10, 2025
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