S&P GSCI All Cattle Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
15.28%
increased by 0.35%
1 Week
15.31%
increased by 0.38%
1 Month
15.44%
increased by 0.51%
Analysis last updated: Friday, May 8, 2026 at 11:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 1.08 | |
| 0.0880 | 30.57 | |
| 0.9853 | 1,345.98 | |
| -0.0488 | -20.96 |
Estimation Period:
Jan 7, 2002 to May 8, 2026
Jan 7, 2002 to May 8, 2026
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