S&P GSCI Livestock Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:17.54% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8049 | 20.78 | |
| 0.0470 | 26.05 | |
| 0.9841 | 852.82 | |
| 13.9477 | 2.16 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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