S&P GSCI Livestock Spot Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:13.71% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 23.21 | |
| 0.0473 | 37.98 | |
| 0.9374 | 599.37 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Livestock Spot Index Analyses
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