CME Feeder Cattle GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
20.12%
decreased by 0.45%
1 Week
20.04%
decreased by 0.53%
1 Month
19.75%
decreased by 0.82%
Analysis last updated: Wednesday, June 24, 2026 at 02:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2279 | 3.50 | |
| 0.0590 | 21.22 | |
| 0.9825 | 194.01 | |
| 3.1936 | 14.18 |
Estimation Period:
Apr 3, 2001 to Jun 12, 2026
Apr 3, 2001 to Jun 12, 2026
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