S&P GSCI Feeder Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
16.76%
decreased by 0.40%
1 Week
16.75%
decreased by 0.41%
1 Month
16.70%
decreased by 0.46%
Analysis last updated: Friday, May 8, 2026 at 11:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0459 | 14.09 | |
| 0.0512 | 22.64 | |
| 0.9862 | 883.73 | |
| 10.3630 | 3.28 |
Estimation Period:
Jan 7, 2002 to May 8, 2026
Jan 7, 2002 to May 8, 2026
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