S&P GSCI Live Cattle Index GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
13.70%
decreased by 0.33%
1 Week
13.73%
decreased by 0.30%
1 Month
13.83%
decreased by 0.20%
Analysis last updated: Friday, April 17, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 22.58 | |
| 0.0491 | 38.17 | |
| 0.9398 | 635.45 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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