S&P GSCI Livestock Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
14.56%
decreased by 0.28%
1 Week
14.55%
decreased by 0.29%
1 Month
14.51%
decreased by 0.33%
Analysis last updated: Friday, May 22, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8044 | 21.72 | |
| 0.0477 | 26.40 | |
| 0.9834 | 849.26 | |
| 14.0244 | 2.17 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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