S&P GSCI All Cattle Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
16.56%
decreased by 0.41%
1 Week
16.54%
decreased by 0.43%
1 Month
16.48%
decreased by 0.49%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 2.49 | |
| 0.0439 | 31.75 | |
| 0.9422 | 581.60 | |
| 0.5150 | 21.64 |
Estimation Period:
Jan 7, 2002 to Jun 5, 2026
Jan 7, 2002 to Jun 5, 2026
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