CME Feeder Cattle Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
20.37%
decreased by 0.33%
1 Week
20.28%
decreased by 0.42%
1 Month
19.96%
decreased by 0.74%
Analysis last updated: Saturday, June 6, 2026 at 04:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4908 | 6.43 | |
| 0.0271 | 5.90 | |
| 0.9530 | 110.19 | |
| -0.0755 | -2.33 | |
| 0.0919 | 1.83 | |
| -0.0065 | -0.18 | |
| -0.0277 | -0.91 | |
| 0.0233 | 1.13 |
Estimation Period:
Apr 3, 2001 to Jun 5, 2026
Apr 3, 2001 to Jun 5, 2026
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