CME Live Cattle GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
15.20%
decreased by 0.57%
1 Week
16.37%
increased by 0.60%
1 Month
17.76%
increased by 1.99%
Analysis last updated: Tuesday, June 16, 2026 at 02:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2792 | 21.61 | |
| 0.1545 | 11.06 | |
| 0.6319 | 48.50 | |
| 0.0141 | 0.80 |
Estimation Period:
Mar 1, 2001 to Jun 12, 2026
Mar 1, 2001 to Jun 12, 2026
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