S&P GSCI Live Cattle Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
14.32%
decreased by 0.06%
1 Week
14.33%
decreased by 0.05%
1 Month
14.40%
increased by 0.02%
Analysis last updated: Monday, May 11, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 7.27 | |
| 0.0452 | 39.02 | |
| 0.9422 | 688.75 | |
| 0.3970 | 29.58 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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