S&P GSCI Feeder Cattle Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
16.75%
decreased by 0.36%
1 Week
16.73%
decreased by 0.38%
1 Month
16.67%
decreased by 0.44%
Analysis last updated: Thursday, April 2, 2026 at 11:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 18.90 | |
| 0.0204 | 9.11 | |
| 0.9337 | 483.77 | |
| 0.0574 | 11.85 |
Estimation Period:
Jan 7, 2002 to Mar 27, 2026
Jan 7, 2002 to Mar 27, 2026
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