S&P GSCI All Cattle Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
16.99%
increased by 0.06%
1 Week
16.96%
increased by 0.03%
1 Month
16.86%
decreased by 0.07%
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 | |
|---|---|---|
| 0.0024 | 2.52 | |
| 0.0440 | 31.74 | |
| 0.9421 | 580.86 | |
| 0.5141 | 21.62 |
Estimation Period:
Jan 7, 2002 to May 22, 2026
Jan 7, 2002 to May 22, 2026
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