S&P GSCI All Cattle Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
16.98%
decreased by 0.04%
1 Week
16.94%
decreased by 0.08%
1 Month
16.81%
decreased by 0.21%
Analysis last updated: Friday, May 22, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 17.05 | |
| 0.0135 | 8.27 | |
| 0.9449 | 617.61 | |
| 0.0570 | 15.15 |
Estimation Period:
Jan 7, 2002 to May 22, 2026
Jan 7, 2002 to May 22, 2026
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