S&P GSCI All Cattle Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
15.05%
decreased by 0.25%
1 Week
15.06%
decreased by 0.24%
1 Month
15.10%
decreased by 0.20%
Analysis last updated: Friday, May 15, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 17.06 | |
| 0.0135 | 8.28 | |
| 0.9449 | 615.94 | |
| 0.0570 | 15.14 |
Estimation Period:
Jan 7, 2002 to May 15, 2026
Jan 7, 2002 to May 15, 2026
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