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V-Lab
V-Lab
S&P GSCI All Cattle Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:26.69% (-0.23%)
Analysis last updated: Thursday, November 27, 2025 at 01:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI All Cattle Spot Index GJR-GARCH
paramt-stat
ω0.011816.64
α0.01378.41
β0.9461622.43
γ0.056014.96
Estimation Period:
Jan 7, 2002 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts