CME Feeder Cattle AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
19.56%
decreased by 0.16%
1 Week
19.52%
decreased by 0.20%
1 Month
19.36%
decreased by 0.36%
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 | |
|---|---|---|
| 0.0059 | 4.98 | |
| 0.0277 | 25.80 | |
| 0.9611 | 687.47 | |
| 0.5297 | 16.16 |
Estimation Period:
Apr 3, 2001 to Jun 12, 2026
Apr 3, 2001 to Jun 12, 2026
Other CME Feeder Cattle Analyses
Other AGARCH Analyses on Commodities