S&P GSCI Feeder Cattle Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:8.06% (-3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 5.2960 | 37.73 | |
| 0.1684 | 65.39 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 7, 2002 to Jan 9, 2026
Jan 7, 2002 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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