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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4779 | 4.98 | |
| 0.1525 | 5.18 | |
| 0.4702 | 6.77 | |
| -0.2995 | -3.97 | |
| 0.3412 | 2.97 | |
| -0.0239 | -0.31 | |
| -0.0659 | -1.10 | |
| 0.1679 | 2.71 | |
| -0.2237 | -3.06 | |
| 0.0735 | 0.91 | |
| 0.1214 | 1.56 | |
| -0.1281 | -2.46 |
Estimation Period:
Mar 1, 2001 to Jun 26, 2026
Mar 1, 2001 to Jun 26, 2026
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