S&P GSCI All Cattle Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.13%
decreased by 0.25%
1 Week
16.12%
decreased by 0.26%
1 Month
16.08%
decreased by 0.30%
Analysis last updated: Saturday, June 13, 2026 at 12:40 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 18.66 | |
| 0.0465 | 31.74 | |
| 0.9437 | 579.65 |
Estimation Period:
Jan 7, 2002 to Jun 12, 2026
Jan 7, 2002 to Jun 12, 2026
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