CME Live Cattle Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
16.15%
decreased by 0.64%
1 Week
17.20%
increased by 0.41%
1 Month
17.87%
increased by 1.08%
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 | |
|---|---|---|
| 0.4780 | 4.98 | |
| 0.1534 | 5.18 | |
| 0.4708 | 6.79 | |
| -0.2997 | -3.94 | |
| 0.3403 | 2.93 | |
| -0.0212 | -0.27 | |
| -0.0693 | -1.15 | |
| 0.1706 | 2.73 | |
| -0.2222 | -3.01 | |
| 0.0668 | 0.82 | |
| 0.1286 | 1.65 | |
| -0.1317 | -2.53 |
Estimation Period:
Mar 1, 2001 to Jun 5, 2026
Mar 1, 2001 to Jun 5, 2026
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