S&P GSCI Live Cattle Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:16.81% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 18.52 | |
| 0.0177 | 13.24 | |
| 0.9449 | 724.07 | |
| 0.0513 | 15.83 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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