S&P GSCI Livestock Spot Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.12% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 16.55 | |
| 0.0459 | 37.54 | |
| 0.9365 | 584.60 | |
| 0.2600 | 18.39 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Livestock Spot Index Analyses
Other AGARCH Analyses on Commodities