S&P GSCI Feeder Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
15.68%
decreased by 0.12%
1 Week
15.70%
decreased by 0.10%
1 Month
15.75%
decreased by 0.05%
Analysis last updated: Friday, April 17, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0444 | 14.05 | |
| 0.0513 | 22.59 | |
| 0.9861 | 876.56 | |
| 10.3085 | 3.29 |
Estimation Period:
Jan 7, 2002 to Apr 17, 2026
Jan 7, 2002 to Apr 17, 2026
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