S&P GSCI Live Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
15.09%
increased by 0.71%
1 Week
15.08%
increased by 0.70%
1 Month
15.05%
increased by 0.67%
Analysis last updated: Tuesday, May 12, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8571 | 11.61 | |
| 0.0462 | 25.72 | |
| 0.9889 | 926.83 | |
| 9.0030 | 3.95 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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