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V-Lab

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

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
ω0.47804.98
α0.15345.18
β0.47086.79
γ1-0.2997-3.94
γ20.34032.93
γ3-0.0212-0.27
γ4-0.0693-1.15
γ50.17062.73
γ6-0.2222-3.01
γ70.06680.82
γ80.12861.65
γ9-0.1317-2.53
Estimation Period:
Mar 1, 2001 to Jun 5, 2026