S&P GSCI Live Cattle Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:26.47% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 18.28 | |
| 0.0176 | 13.24 | |
| 0.9456 | 731.90 | |
| 0.0507 | 15.74 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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