S&P GSCI All Cattle Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
13.59%
decreased by 0.21%
1 Week
13.64%
decreased by 0.16%
1 Month
13.83%
increased by 0.03%
Analysis last updated: Friday, April 24, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 17.10 | |
| 0.0137 | 8.34 | |
| 0.9445 | 610.53 | |
| 0.0571 | 15.09 |
Estimation Period:
Jan 7, 2002 to Apr 24, 2026
Jan 7, 2002 to Apr 24, 2026
Other S&P GSCI All Cattle Spot Index Analyses
Other GJR-GARCH Analyses on Commodities