S&P GSCI Livestock Spot Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.22% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0023 | -3.17 | |
| 0.0957 | 37.64 | |
| 0.9820 | 1,325.23 | |
| -0.0325 | -14.77 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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