S&P GSCI Livestock Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:17.43% (+3.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0101 | 100,980.00 | |
| -0.0202 | -201,770.00 | |
| 0.4150 | 19.23 | |
| 0.2690 | 26.99 | |
| 0.1792 | 5.43 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Livestock Spot Index Analyses
Other MF2-GARCH Analyses on Commodities