S&P GSCI Feeder Cattle Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:29.20% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 18.43 | |
| 0.0206 | 9.20 | |
| 0.9348 | 482.61 | |
| 0.0563 | 11.63 |
Estimation Period:
Jan 7, 2002 to Nov 7, 2025
Jan 7, 2002 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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