CME Feeder Cattle Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
20.25%
decreased by 0.33%
1 Week
20.16%
decreased by 0.42%
1 Month
19.85%
decreased by 0.73%
Analysis last updated: Saturday, June 6, 2026 at 04:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5325 | 7.13 | |
| 0.0272 | 5.85 | |
| 0.9541 | 118.51 | |
| -0.0490 | -2.70 | |
| 0.0707 | 2.37 | |
| -0.0314 | -1.29 | |
| 0.0057 | 0.15 |
Estimation Period:
Apr 3, 2001 to Jun 5, 2026
Apr 3, 2001 to Jun 5, 2026
Other CME Feeder Cattle Analyses
Other Spline-GARCH Analyses on Commodities