S&P GSCI Livestock Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:12.35% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 21.00 | |
| 0.0249 | 14.05 | |
| 0.9391 | 620.30 | |
| 0.0377 | 9.55 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Livestock Spot Index Analyses
Other GJR-GARCH Analyses on Commodities