S&P GSCI Feeder Cattle Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:20.07% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 18.91 | |
| 0.0205 | 9.12 | |
| 0.9336 | 482.73 | |
| 0.0573 | 11.83 |
Estimation Period:
Jan 7, 2002 to Mar 13, 2026
Jan 7, 2002 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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