CME Live Cattle GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
15.80%
decreased by 0.53%
1 Week
15.88%
decreased by 0.45%
1 Month
16.15%
decreased by 0.18%
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 | |
|---|---|---|
| 1.2898 | 3.60 | |
| 0.0553 | 18.88 | |
| 0.9835 | 203.20 | |
| 3.5379 | 10.76 |
Estimation Period:
Mar 1, 2001 to Jun 5, 2026
Mar 1, 2001 to Jun 5, 2026
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