S&P GSCI Live Cattle Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:18.14% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 18.58 | |
| 0.0176 | 13.23 | |
| 0.9450 | 728.63 | |
| 0.0512 | 15.89 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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