S&P GSCI All Cattle Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
14.08%
decreased by 0.28%
1 Week
14.12%
decreased by 0.24%
1 Month
14.25%
decreased by 0.11%
Analysis last updated: Wednesday, April 22, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 17.07 | |
| 0.0136 | 8.31 | |
| 0.9446 | 612.21 | |
| 0.0571 | 15.12 |
Estimation Period:
Jan 7, 2002 to Apr 17, 2026
Jan 7, 2002 to Apr 17, 2026
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