S&P GSCI All Cattle Spot Index EGARCH Volatility Analysis
Volatility prediction for Thursday, June 25th, 2026
1 Day
15.69%
decreased by 0.38%
1 Week
15.72%
decreased by 0.35%
1 Month
15.81%
decreased by 0.26%
Analysis last updated: Wednesday, June 24, 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 | |
|---|---|---|
| 0.0013 | 1.09 | |
| 0.0878 | 30.62 | |
| 0.9853 | 1,346.00 | |
| -0.0488 | -21.00 |
Estimation Period:
Jan 7, 2002 to Jun 12, 2026
Jan 7, 2002 to Jun 12, 2026
Other S&P GSCI All Cattle Spot Index Analyses
Other EGARCH Analyses on Commodities