S&P GSCI All Cattle Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
15.83%
decreased by 0.31%
1 Week
15.85%
decreased by 0.29%
1 Month
15.93%
decreased by 0.21%
Analysis last updated: Friday, May 15, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 1.09 | |
| 0.0880 | 30.59 | |
| 0.9853 | 1,345.98 | |
| -0.0489 | -20.98 |
Estimation Period:
Jan 7, 2002 to May 15, 2026
Jan 7, 2002 to May 15, 2026
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