S&P GSCI All Cattle Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
14.50%
increased by 0.01%
1 Week
14.52%
increased by 0.03%
1 Month
14.62%
increased by 0.13%
Analysis last updated: Saturday, June 27, 2026 at 12:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 17.05 | |
| 0.0133 | 8.19 | |
| 0.9450 | 617.62 | |
| 0.0572 | 15.24 |
Estimation Period:
Jan 7, 2002 to Jun 26, 2026
Jan 7, 2002 to Jun 26, 2026
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