S&P GSCI Feeder Cattle Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:18.39% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 18.81 | |
| 0.0205 | 9.17 | |
| 0.9341 | 484.25 | |
| 0.0567 | 11.73 |
Estimation Period:
Jan 7, 2002 to Jan 16, 2026
Jan 7, 2002 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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