S&P GSCI Livestock Spot Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.43% (+2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 16.53 | |
| 0.0459 | 37.51 | |
| 0.9364 | 582.73 | |
| 0.2603 | 18.42 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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