S&P GSCI All Cattle Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:16.18% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 16.89 | |
| 0.0137 | 8.32 | |
| 0.9451 | 610.52 | |
| 0.0569 | 15.06 |
Estimation Period:
Jan 7, 2002 to Jan 2, 2026
Jan 7, 2002 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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