S&P GSCI Livestock Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:19.72% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8092 | 20.83 | |
| 0.0474 | 26.40 | |
| 0.9842 | 854.30 | |
| 13.9591 | 2.19 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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