S&P GSCI All Cattle Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.96% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 17.03 | |
| 0.0137 | 8.35 | |
| 0.9448 | 612.73 | |
| 0.0568 | 15.00 |
Estimation Period:
Jan 7, 2002 to Feb 13, 2026
Jan 7, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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