S&P GSCI Livestock Spot Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:16.29% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0127 | 23.32 | |
| 0.0483 | 38.42 | |
| 0.9363 | 592.97 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Livestock Spot Index Analyses
Other GARCH Analyses on Commodities