S&P GSCI Feeder Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:28.05% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0613 | 13.27 | |
| 0.0510 | 22.48 | |
| 0.9871 | 906.44 | |
| 10.2139 | 3.36 |
Estimation Period:
Jan 7, 2002 to Nov 28, 2025
Jan 7, 2002 to Nov 28, 2025
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