S&P GSCI All Cattle Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
15.51%
increased by 0.72%
1 Week
15.51%
increased by 0.72%
1 Month
15.50%
increased by 0.71%
Analysis last updated: Tuesday, May 12, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9438 | 9.76 | |
| 0.0448 | 21.11 | |
| 0.9899 | 872.14 | |
| 9.4231 | 3.18 |
Estimation Period:
Jan 7, 2002 to May 8, 2026
Jan 7, 2002 to May 8, 2026
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