S&P GSCI Feeder Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:18.33% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0476 | 13.67 | |
| 0.0513 | 22.38 | |
| 0.9863 | 874.41 | |
| 10.1715 | 3.34 |
Estimation Period:
Jan 7, 2002 to Jan 2, 2026
Jan 7, 2002 to Jan 2, 2026
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