CME Live Cattle GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
15.36%
decreased by 0.58%
1 Week
16.47%
increased by 0.53%
1 Month
17.80%
increased by 1.86%
Analysis last updated: Saturday, June 6, 2026 at 04:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2796 | 21.61 | |
| 0.1546 | 11.06 | |
| 0.6315 | 48.45 | |
| 0.0144 | 0.81 |
Estimation Period:
Mar 1, 2001 to Jun 5, 2026
Mar 1, 2001 to Jun 5, 2026
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