S&P GSCI All Cattle Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
16.55%
decreased by 0.52%
1 Week
16.53%
decreased by 0.54%
1 Month
16.45%
decreased by 0.62%
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 | |
|---|---|---|
| 0.9476 | 9.75 | |
| 0.0447 | 21.11 | |
| 0.9900 | 879.98 | |
| 9.4537 | 3.18 |
Estimation Period:
Jan 7, 2002 to Jun 5, 2026
Jan 7, 2002 to Jun 5, 2026
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