S&P GSCI All Cattle Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
15.14%
decreased by 0.10%
1 Week
15.15%
decreased by 0.09%
1 Month
15.18%
decreased by 0.06%
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 | |
|---|---|---|
| 0.0095 | 18.67 | |
| 0.0466 | 31.67 | |
| 0.9435 | 577.07 |
Estimation Period:
Jan 7, 2002 to May 15, 2026
Jan 7, 2002 to May 15, 2026
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