S&P GSCI Livestock Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:12.48% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8038 | 21.69 | |
| 0.0479 | 26.47 | |
| 0.9835 | 847.08 | |
| 13.9998 | 2.18 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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