S&P GSCI Livestock Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.02% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 21.01 | |
| 0.0249 | 14.06 | |
| 0.9392 | 622.41 | |
| 0.0376 | 9.54 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Livestock Spot Index Analyses
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