S&P GSCI Livestock Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:18.86% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8098 | 21.02 | |
| 0.0475 | 26.52 | |
| 0.9842 | 858.77 | |
| 14.0230 | 2.18 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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