S&P GSCI Live Cattle Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.23% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 18.62 | |
| 0.0176 | 13.24 | |
| 0.9449 | 725.76 | |
| 0.0511 | 15.79 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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