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V-Lab
V-Lab
S&P GSCI Feeder Cattle Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:18.01% (-0.49%)
Analysis last updated: Monday, October 20, 2025 at 11:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Feeder Cattle Index GJR-GARCH
paramt-stat
ω0.017018.36
α0.02049.19
β0.9359486.43
γ0.054611.34
Estimation Period:
Jan 7, 2002 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts