S&P GSCI Livestock Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
15.21%
decreased by 0.26%
1 Week
15.20%
decreased by 0.27%
1 Month
15.15%
decreased by 0.32%
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 | |
|---|---|---|
| -0.0024 | -3.20 | |
| 0.0954 | 37.70 | |
| 0.9819 | 1,319.81 | |
| -0.0329 | -14.95 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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