S&P GSCI Livestock Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:14.27% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8061 | 21.43 | |
| 0.0479 | 26.41 | |
| 0.9836 | 847.95 | |
| 13.9688 | 2.19 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
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