S&P GSCI Livestock Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:14.48% (+2.12%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0130 | 20.70 | |
0.0249 | 14.09 | |
0.9409 | 631.91 | |
0.0357 | 9.18 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Livestock Spot Index Analyses
Other GJR-GARCH Analyses on Commodities