S&P GSCI Live Cattle Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
14.69%
decreased by 0.33%
1 Week
14.70%
decreased by 0.32%
1 Month
14.71%
decreased by 0.31%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 18.65 | |
| 0.0175 | 13.25 | |
| 0.9451 | 730.97 | |
| 0.0510 | 15.91 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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