S&P GSCI Live Cattle Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
13.16%
decreased by 0.19%
1 Week
13.20%
decreased by 0.15%
1 Month
13.36%
increased by 0.01%
Analysis last updated: Friday, April 24, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 18.70 | |
| 0.0177 | 13.30 | |
| 0.9447 | 724.49 | |
| 0.0511 | 15.87 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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