S&P GSCI Feeder Cattle Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
20.15%
decreased by 0.58%
1 Week
20.03%
decreased by 0.70%
1 Month
19.59%
decreased by 1.14%
Analysis last updated: Friday, June 5, 2026 at 11:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 18.96 | |
| 0.0203 | 9.04 | |
| 0.9333 | 483.34 | |
| 0.0581 | 11.99 |
Estimation Period:
Jan 7, 2002 to Jun 5, 2026
Jan 7, 2002 to Jun 5, 2026
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