S&P GSCI Feeder Cattle Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
16.53%
decreased by 0.26%
1 Week
16.52%
decreased by 0.27%
1 Month
16.48%
decreased by 0.31%
Analysis last updated: Friday, May 8, 2026 at 11:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 18.96 | |
| 0.0203 | 9.05 | |
| 0.9335 | 482.42 | |
| 0.0576 | 11.89 |
Estimation Period:
Jan 7, 2002 to May 8, 2026
Jan 7, 2002 to May 8, 2026
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