S&P GSCI All Cattle Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
17.03%
decreased by 0.60%
1 Week
17.02%
decreased by 0.61%
1 Month
16.97%
decreased by 0.66%
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 | |
|---|---|---|
| 0.0013 | 1.09 | |
| 0.0878 | 30.62 | |
| 0.9853 | 1,346.00 | |
| -0.0489 | -21.00 |
Estimation Period:
Jan 7, 2002 to Jun 5, 2026
Jan 7, 2002 to Jun 5, 2026
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