S&P GSCI All Cattle Spot Index AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
14.57%
decreased by 0.14%
1 Week
14.61%
decreased by 0.10%
1 Month
14.76%
increased by 0.05%
Analysis last updated: Wednesday, May 20, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 2.55 | |
| 0.0440 | 31.71 | |
| 0.9421 | 579.75 | |
| 0.5135 | 21.60 |
Estimation Period:
Jan 7, 2002 to May 15, 2026
Jan 7, 2002 to May 15, 2026
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