S&P GSCI Livestock Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:14.02% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 20.97 | |
| 0.0249 | 14.04 | |
| 0.9392 | 618.32 | |
| 0.0376 | 9.55 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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