S&P GSCI Live Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
15.36%
decreased by 0.05%
1 Week
15.34%
decreased by 0.07%
1 Month
15.29%
decreased by 0.12%
Analysis last updated: Thursday, April 2, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8587 | 11.54 | |
| 0.0463 | 25.69 | |
| 0.9889 | 924.24 | |
| 8.9735 | 3.97 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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