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V-Lab
V-Lab
S&P GSCI Livestock Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:14.48% (+2.12%)
Analysis last updated: Saturday, October 18, 2025 at 12:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Livestock Spot Index GJR-GARCH
paramt-stat
ω0.013020.70
α0.024914.09
β0.9409631.91
γ0.03579.18
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts