S&P GSCI Livestock Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.76% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8049 | 21.64 | |
| 0.0479 | 26.46 | |
| 0.9835 | 849.33 | |
| 14.0119 | 2.18 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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