CME Live Cattle APARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
16.03%
decreased by 0.63%
1 Week
16.75%
increased by 0.09%
1 Month
18.15%
increased by 1.49%
Analysis last updated: Saturday, June 6, 2026 at 04:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1479 | 11.79 | |
| 0.1207 | 20.12 | |
| 0.7813 | 61.30 | |
| 0.0446 | 1.20 | |
| 0.9486 | 7.30 |
Estimation Period:
Mar 1, 2001 to Jun 5, 2026
Mar 1, 2001 to Jun 5, 2026
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