S&P GSCI Feeder Cattle Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:27.05% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 18.44 | |
| 0.0206 | 9.20 | |
| 0.9348 | 482.87 | |
| 0.0563 | 11.67 |
Estimation Period:
Jan 7, 2002 to Nov 14, 2025
Jan 7, 2002 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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