S&P GSCI Feeder Cattle Index GARCH Volatility Analysis
Volatility prediction for Thursday, April 16th, 2026
1 Day
15.65%
unchanged at 0.00%
1 Week
15.67%
increased by 0.02%
1 Month
15.75%
increased by 0.10%
Analysis last updated: Wednesday, April 15, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 19.09 | |
| 0.0522 | 32.68 | |
| 0.9354 | 506.43 |
Estimation Period:
Jan 7, 2002 to Apr 10, 2026
Jan 7, 2002 to Apr 10, 2026
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