S&P GSCI Livestock Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:13.39% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0023 | -3.12 | |
| 0.0957 | 37.62 | |
| 0.9821 | 1,330.75 | |
| -0.0324 | -14.72 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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