S&P GSCI Feeder Cattle Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:8.45% (-11.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0004 | 4,170.00 | |
| -0.0008 | -8,140.00 | |
| 5.3743 | 19.81 | |
| 0.5259 | 30.98 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 7, 2002 to Oct 10, 2025
Jan 7, 2002 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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