S&P GSCI Livestock Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:60.40% (+41.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0294 | 294,220.00 | |
| -0.0588 | -588,240.00 | |
| 0.0772 | 3.67 | |
| 0.8275 | 26.81 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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