S&P GSCI All Cattle Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
17.15%
increased by 1.14%
1 Week
17.11%
increased by 1.10%
1 Month
16.96%
increased by 0.95%
Analysis last updated: Monday, June 8, 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 | 17.05 | |
| 0.0134 | 8.24 | |
| 0.9450 | 618.04 | |
| 0.0570 | 15.18 |
Estimation Period:
Jan 7, 2002 to Jun 5, 2026
Jan 7, 2002 to Jun 5, 2026
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