S&P GSCI Livestock Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:7.24% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 2.6749 | 30.25 | |
| 0.2821 | 27.73 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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