S&P GSCI All Cattle Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:15.61% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 17.02 | |
| 0.0137 | 8.34 | |
| 0.9447 | 610.26 | |
| 0.0571 | 15.03 |
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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