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V-Lab

CME Live Cattle Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, June 29th, 2026

1 Day

15.48%

decreased by 0.28%

1 Week

16.86%

increased by 1.10%

1 Month

17.74%

increased by 1.98%

Analysis last updated: Saturday, June 27, 2026 at 04:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CME Live Cattle S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.47794.98
α0.15255.18
β0.47026.77
γ1-0.2995-3.97
γ20.34122.97
γ3-0.0239-0.31
γ4-0.0659-1.10
γ50.16792.71
γ6-0.2237-3.06
γ70.07350.91
γ80.12141.56
γ9-0.1281-2.46
Estimation Period:
Mar 1, 2001 to Jun 26, 2026