S&P GSCI Livestock Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:13.99% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8046 | 21.77 | |
| 0.0478 | 26.50 | |
| 0.9835 | 851.52 | |
| 14.0580 | 2.17 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
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