CME Live Cattle GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
15.76%
decreased by 0.22%
1 Week
16.71%
increased by 0.73%
1 Month
17.88%
increased by 1.90%
Analysis last updated: Saturday, June 13, 2026 at 04:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2759 | 21.34 | |
| 0.1613 | 20.72 | |
| 0.6349 | 48.90 |
Estimation Period:
Mar 1, 2001 to Jun 12, 2026
Mar 1, 2001 to Jun 12, 2026
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