S&P GSCI Feeder Cattle Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.70% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 18.87 | |
| 0.0205 | 9.14 | |
| 0.9338 | 481.34 | |
| 0.0570 | 11.75 |
Estimation Period:
Jan 7, 2002 to Jan 23, 2026
Jan 7, 2002 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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