S&P GSCI Live Cattle Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
13.38%
increased by 0.11%
1 Week
13.44%
increased by 0.17%
1 Month
13.68%
increased by 0.41%
Analysis last updated: Monday, April 20, 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 | |
|---|---|---|
| 0.0003 | 0.29 | |
| 0.0902 | 37.90 | |
| 0.9867 | 1,639.04 | |
| -0.0442 | -25.18 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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