CME Live Cattle Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
15.70%
decreased by 0.65%
1 Week
16.68%
increased by 0.33%
1 Month
17.32%
increased by 0.97%
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 | |
|---|---|---|
| 0.4641 | 4.91 | |
| 0.1531 | 5.20 | |
| 0.4724 | 6.82 | |
| -0.3176 | -4.19 | |
| 0.3655 | 3.16 | |
| -0.0307 | -0.39 | |
| -0.0687 | -1.14 | |
| 0.1750 | 2.80 | |
| -0.2270 | -3.06 | |
| 0.0679 | 0.82 | |
| 0.1342 | 1.55 | |
| -0.1518 | -1.28 |
Estimation Period:
Mar 1, 2001 to Jun 5, 2026
Mar 1, 2001 to Jun 5, 2026
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