S&P GSCI All Cattle Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
16.90%
decreased by 0.25%
1 Week
16.86%
decreased by 0.29%
1 Month
16.73%
decreased by 0.42%
Analysis last updated: Tuesday, June 9, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 17.05 | |
| 0.0134 | 8.24 | |
| 0.9450 | 618.04 | |
| 0.0570 | 15.18 |
Estimation Period:
Jan 7, 2002 to Jun 5, 2026
Jan 7, 2002 to Jun 5, 2026
Other S&P GSCI All Cattle Spot Index Analyses
Other GJR-GARCH Analyses on Commodities