S&P GSCI All Cattle Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:17.02% (+1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 16.94 | |
| 0.0137 | 8.33 | |
| 0.9450 | 614.85 | |
| 0.0569 | 15.05 |
Estimation Period:
Jan 7, 2002 to Jan 16, 2026
Jan 7, 2002 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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