S&P GSCI Feeder Cattle Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
16.10%
increased by 0.15%
1 Week
16.10%
increased by 0.15%
1 Month
16.12%
increased by 0.17%
Analysis last updated: Saturday, June 27, 2026 at 12:23 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 19.00 | |
| 0.0201 | 8.98 | |
| 0.9332 | 481.54 | |
| 0.0583 | 12.04 |
Estimation Period:
Jan 7, 2002 to Jun 26, 2026
Jan 7, 2002 to Jun 26, 2026
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