S&P GSCI Livestock Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.66% (+6.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0600 | 600,350.00 | |
| -0.1201 | -1,200,500.00 | |
| 0.0818 | 2.86 | |
| 0.9288 | 18.84 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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