CME Feeder Cattle APARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
19.63%
decreased by 0.36%
1 Week
19.69%
decreased by 0.30%
1 Month
19.92%
decreased by 0.07%
Analysis last updated: Saturday, June 6, 2026 at 04:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0111 | 20.66 | |
| 0.0271 | 13.49 | |
| 0.9699 | 711.56 | |
| 0.7349 | 10.09 | |
| 1.1745 | 17.76 |
Estimation Period:
Apr 3, 2001 to Jun 5, 2026
Apr 3, 2001 to Jun 5, 2026
Other CME Feeder Cattle Analyses
Other APARCH Analyses on Commodities