S&P GSCI All Cattle Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.68%
decreased by 0.29%
1 Week
16.65%
decreased by 0.32%
1 Month
16.57%
decreased by 0.40%
Analysis last updated: Saturday, June 13, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9480 | 9.80 | |
| 0.0447 | 21.13 | |
| 0.9900 | 883.12 | |
| 9.4835 | 3.18 |
Estimation Period:
Jan 7, 2002 to Jun 12, 2026
Jan 7, 2002 to Jun 12, 2026
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