S&P GSCI All Cattle Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 10th, 2026:19.40% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 17.00 | |
| 0.0136 | 8.32 | |
| 0.9449 | 615.98 | |
| 0.0570 | 15.10 |
Estimation Period:
Jan 7, 2002 to Mar 6, 2026
Jan 7, 2002 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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