S&P GSCI Feeder Cattle Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
19.71%
increased by 0.34%
1 Week
19.61%
increased by 0.24%
1 Month
19.21%
decreased by 0.16%
Analysis last updated: Friday, May 29, 2026 at 11:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 18.96 | |
| 0.0203 | 9.07 | |
| 0.9335 | 483.69 | |
| 0.0576 | 11.90 |
Estimation Period:
Jan 7, 2002 to May 29, 2026
Jan 7, 2002 to May 29, 2026
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