S&P GSCI Feeder Cattle Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
16.80%
decreased by 0.30%
1 Week
16.78%
decreased by 0.32%
1 Month
16.71%
decreased by 0.39%
Analysis last updated: Friday, May 15, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 18.95 | |
| 0.0203 | 9.05 | |
| 0.9335 | 482.42 | |
| 0.0576 | 11.89 |
Estimation Period:
Jan 7, 2002 to May 15, 2026
Jan 7, 2002 to May 15, 2026
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