S&P GSCI Feeder Cattle Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 10th, 2025:24.21% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 18.42 | |
| 0.0205 | 9.17 | |
| 0.9349 | 483.14 | |
| 0.0565 | 11.76 |
Estimation Period:
Jan 7, 2002 to Dec 5, 2025
Jan 7, 2002 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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