S&P GSCI Feeder Cattle Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:18.01% (-0.49%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0170 | 18.36 | |
0.0204 | 9.19 | |
0.9359 | 486.43 | |
0.0546 | 11.34 |
Estimation Period:
Jan 7, 2002 to Oct 17, 2025
Jan 7, 2002 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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