S&P GSCI Live Cattle Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
14.41%
decreased by 0.12%
1 Week
14.42%
decreased by 0.11%
1 Month
14.46%
decreased by 0.07%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 18.61 | |
| 0.0174 | 13.20 | |
| 0.9452 | 732.14 | |
| 0.0511 | 15.98 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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