S&P GSCI Livestock Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:18.28% (+5.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0420 | 420,280.00 | |
| -0.0840 | -840,350.00 | |
| 0.0817 | 3.03 | |
| 0.9293 | 21.41 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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