S&P GSCI Live Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
13.56%
decreased by 0.40%
1 Week
13.59%
decreased by 0.37%
1 Month
13.68%
decreased by 0.28%
Analysis last updated: Wednesday, April 22, 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 | |
|---|---|---|
| 0.8563 | 11.60 | |
| 0.0463 | 25.69 | |
| 0.9889 | 922.46 | |
| 8.9834 | 3.96 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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