S&P GSCI Live Cattle Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:20.40% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0101 | 18.31 | |
| 0.0175 | 13.19 | |
| 0.9455 | 730.11 | |
| 0.0510 | 15.86 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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