CME Live Cattle GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
17.51%
increased by 2.15%
1 Week
17.83%
increased by 2.47%
1 Month
18.25%
increased by 2.89%
Analysis last updated: Tuesday, June 9, 2026 at 02:04 PM 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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