S&P GSCI Livestock Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:18.57% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 20.60 | |
| 0.0248 | 14.05 | |
| 0.9404 | 630.69 | |
| 0.0370 | 9.47 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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