CME Feeder Cattle Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
18.32%
decreased by 0.10%
1 Week
18.30%
decreased by 0.12%
1 Month
18.24%
decreased by 0.18%
Analysis last updated: Saturday, June 27, 2026 at 04:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4912 | 6.46 | |
| 0.0270 | 5.90 | |
| 0.9531 | 110.57 | |
| -0.0749 | -2.34 | |
| 0.0913 | 1.84 | |
| -0.0064 | -0.18 | |
| -0.0279 | -0.92 | |
| 0.0237 | 1.15 |
Estimation Period:
Apr 3, 2001 to Jun 26, 2026
Apr 3, 2001 to Jun 26, 2026
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