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V-Lab
V-Lab
S&P GSCI All Cattle Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:20.69% (-0.50%)
Analysis last updated: Wednesday, December 17, 2025 at 12:57 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
ω0.011916.68
α0.01368.33
β0.9459619.85
γ0.056415.10
Estimation Period:
Jan 7, 2002 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts