S&P GSCI Feeder Cattle Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.29% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 18.94 | |
| 0.0206 | 9.15 | |
| 0.9334 | 479.65 | |
| 0.0572 | 11.76 |
Estimation Period:
Jan 7, 2002 to Feb 20, 2026
Jan 7, 2002 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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