S&P GSCI Livestock Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:13.45% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 21.02 | |
| 0.0248 | 14.04 | |
| 0.9392 | 621.96 | |
| 0.0378 | 9.60 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Livestock Spot Index Analyses
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