S&P GSCI Live Cattle Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
14.64%
decreased by 0.23%
1 Week
14.64%
decreased by 0.23%
1 Month
14.66%
decreased by 0.21%
Analysis last updated: Thursday, April 2, 2026 at 11:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 18.64 | |
| 0.0176 | 13.25 | |
| 0.9450 | 727.50 | |
| 0.0510 | 15.86 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
Other S&P GSCI Live Cattle Index Analyses
Other GJR-GARCH Analyses on Commodities