S&P GSCI Livestock Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:13.23% (-0.19%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0131 | 20.72 | |
0.0251 | 14.15 | |
0.9406 | 629.16 | |
0.0358 | 9.18 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Livestock Spot Index Analyses
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