CME Feeder Cattle GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
19.37%
decreased by 0.17%
1 Week
19.34%
decreased by 0.20%
1 Month
19.26%
decreased by 0.28%
Analysis last updated: Wednesday, June 24, 2026 at 02:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 11.85 | |
| 0.0092 | 6.84 | |
| 0.9634 | 764.59 | |
| 0.0366 | 8.94 |
Estimation Period:
Apr 3, 2001 to Jun 12, 2026
Apr 3, 2001 to Jun 12, 2026
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