CME Feeder Cattle GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
21.79%
decreased by 0.12%
1 Week
21.73%
decreased by 0.18%
1 Month
21.50%
decreased by 0.41%
Analysis last updated: Tuesday, June 9, 2026 at 02:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 11.83 | |
| 0.0092 | 6.85 | |
| 0.9633 | 763.94 | |
| 0.0367 | 8.95 |
Estimation Period:
Apr 3, 2001 to Jun 5, 2026
Apr 3, 2001 to Jun 5, 2026
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