S&P GSCI All Cattle Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:26.25% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 16.60 | |
| 0.0137 | 8.42 | |
| 0.9460 | 622.37 | |
| 0.0562 | 14.97 |
Estimation Period:
Jan 7, 2002 to Nov 14, 2025
Jan 7, 2002 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI All Cattle Spot Index Analyses
Other GJR-GARCH Analyses on Commodities