CME Feeder Cattle EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
18.97%
increased by 0.10%
1 Week
19.04%
increased by 0.17%
1 Month
19.28%
increased by 0.41%
Analysis last updated: Saturday, June 13, 2026 at 04:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 4.81 | |
| 0.0551 | 17.39 | |
| 0.9878 | 819.09 | |
| -0.0424 | -13.74 |
Estimation Period:
Apr 3, 2001 to Jun 12, 2026
Apr 3, 2001 to Jun 12, 2026
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