S&P GSCI Feeder Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:16.79% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0452 | 13.77 | |
| 0.0513 | 22.44 | |
| 0.9862 | 872.00 | |
| 10.1868 | 3.33 |
Estimation Period:
Jan 7, 2002 to Jan 23, 2026
Jan 7, 2002 to Jan 23, 2026
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