S&P GSCI All Cattle Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
15.71%
decreased by 0.08%
1 Week
15.71%
decreased by 0.08%
1 Month
15.69%
decreased by 0.10%
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 | |
|---|---|---|
| 0.9452 | 9.80 | |
| 0.0448 | 21.13 | |
| 0.9899 | 876.80 | |
| 9.4526 | 3.18 |
Estimation Period:
Jan 7, 2002 to May 15, 2026
Jan 7, 2002 to May 15, 2026
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