V-Lab
S&P GSCI Feeder Cattle Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 21st, 2025:0.43% (-2.53%)
Analysis last updated: Friday, February 21, 2025 at 12:52 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 1.0000 | 9999900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 4.7992 | 47991590.00 | |
| 0.0214 | 213930.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 7, 2002 to Feb 14, 2025
Jan 7, 2002 to Feb 14, 2025
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