S&P GSCI Livestock Spot Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.12% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 23.68 | |
| 0.0487 | 38.56 | |
| 0.9354 | 589.02 |
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
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