S&P GSCI Live Cattle Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
14.61%
decreased by 0.24%
1 Week
14.61%
decreased by 0.24%
1 Month
14.63%
decreased by 0.22%
Analysis last updated: Friday, May 15, 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 | 18.65 | |
| 0.0175 | 13.26 | |
| 0.9450 | 729.19 | |
| 0.0511 | 15.91 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other S&P GSCI Live Cattle Index Analyses
Other GJR-GARCH Analyses on Commodities