S&P GSCI Live Cattle Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.66% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 18.58 | |
| 0.0176 | 13.23 | |
| 0.9450 | 726.92 | |
| 0.0511 | 15.79 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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