CME Live Cattle GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
16.68%
decreased by 0.83%
1 Week
17.30%
decreased by 0.21%
1 Month
18.07%
increased by 0.56%
Analysis last updated: Wednesday, June 10, 2026 at 02:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2796 | 21.61 | |
| 0.1546 | 11.06 | |
| 0.6315 | 48.45 | |
| 0.0144 | 0.81 |
Estimation Period:
Mar 1, 2001 to Jun 5, 2026
Mar 1, 2001 to Jun 5, 2026
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