S&P GSCI Feeder Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
19.24%
increased by 0.23%
1 Week
19.17%
increased by 0.16%
1 Month
18.89%
decreased by 0.12%
Analysis last updated: Friday, May 29, 2026 at 11:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0512 | 14.13 | |
| 0.0513 | 22.69 | |
| 0.9863 | 890.19 | |
| 10.4274 | 3.28 |
Estimation Period:
Jan 7, 2002 to May 29, 2026
Jan 7, 2002 to May 29, 2026
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