S&P GSCI Feeder Cattle Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.05% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 18.90 | |
| 0.0205 | 9.14 | |
| 0.9336 | 480.48 | |
| 0.0571 | 11.75 |
Estimation Period:
Jan 7, 2002 to Feb 13, 2026
Jan 7, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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