S&P GSCI Livestock Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:20.61% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 20.67 | |
| 0.0249 | 14.07 | |
| 0.9406 | 630.40 | |
| 0.0364 | 9.36 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Livestock Spot Index Analyses
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