S&P GSCI Live Cattle Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:15.08% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 18.70 | |
| 0.0178 | 13.30 | |
| 0.9444 | 722.60 | |
| 0.0515 | 15.80 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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