S&P GSCI Feeder Cattle Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:17.27% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 18.85 | |
| 0.0206 | 9.13 | |
| 0.9331 | 471.52 | |
| 0.0576 | 11.80 |
Estimation Period:
Jan 7, 2002 to Dec 26, 2025
Jan 7, 2002 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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