S&P GSCI Feeder Cattle Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:30.52% (+6.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0065 | 2.78 | |
| 0.8879 | 201.61 | |
| 0.0826 | 23.76 | |
| 0.0275 | 2.08 | |
| 0.1091 | 3.17 | |
| 0.8650 | 18.67 |
Estimation Period:
Jan 7, 2002 to Oct 24, 2025
Jan 7, 2002 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Feeder Cattle Index Analyses
Other MF2-GARCH Analyses on Commodities