S&P GSCI Livestock Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:16.80% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 20.66 | |
| 0.0248 | 14.02 | |
| 0.9402 | 628.06 | |
| 0.0371 | 9.49 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Livestock Spot Index Analyses
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