S&P GSCI Feeder Cattle Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
15.40%
increased by 0.02%
1 Week
15.43%
increased by 0.05%
1 Month
15.53%
increased by 0.15%
Analysis last updated: Friday, April 17, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 18.96 | |
| 0.0203 | 9.06 | |
| 0.9332 | 479.80 | |
| 0.0578 | 11.89 |
Estimation Period:
Jan 7, 2002 to Apr 17, 2026
Jan 7, 2002 to Apr 17, 2026
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