CME Feeder Cattle EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
19.52%
decreased by 0.39%
1 Week
19.57%
decreased by 0.34%
1 Month
19.77%
decreased by 0.14%
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 | |
|---|---|---|
| 0.0078 | 4.81 | |
| 0.0551 | 17.40 | |
| 0.9878 | 818.41 | |
| -0.0424 | -13.74 |
Estimation Period:
Apr 3, 2001 to Jun 5, 2026
Apr 3, 2001 to Jun 5, 2026
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