S&P GSCI Feeder Cattle Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:16.73% (-0.40%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0172 | 18.42 | |
0.0204 | 9.17 | |
0.9355 | 483.47 | |
0.0550 | 11.37 |
Estimation Period:
Jan 7, 2002 to Oct 10, 2025
Jan 7, 2002 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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