S&P GSCI All Cattle Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
16.19%
decreased by 0.39%
1 Week
16.17%
decreased by 0.41%
1 Month
16.13%
decreased by 0.45%
Analysis last updated: Friday, June 5, 2026 at 11:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 18.66 | |
| 0.0465 | 31.72 | |
| 0.9437 | 579.29 |
Estimation Period:
Jan 7, 2002 to Jun 5, 2026
Jan 7, 2002 to Jun 5, 2026
Other S&P GSCI All Cattle Spot Index Analyses
Other GARCH Analyses on Commodities