S&P GSCI Livestock Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:13.20% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7993 | 21.09 | |
| 0.0470 | 26.01 | |
| 0.9840 | 851.93 | |
| 14.0043 | 2.15 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
Other GAS-GARCH Student T Analyses on Commodities