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V-Lab

S&P GSCI All Cattle Spot Index GARCH Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

14.19%

decreased by 0.16%

1 Week

14.22%

decreased by 0.13%

1 Month

14.32%

decreased by 0.03%

Analysis last updated: Friday, July 10, 2026 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI All Cattle Spot Index GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 7, 2002 to Jul 10, 2026

Model Insight

With persistence 0.990, volatility shocks have a half-life of 70 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0095
18.71***
α

ARCH

Response to squared shocks

0.0465
31.72***
β

GARCH

Volatility persistence

0.9436
578.91***

Persistence:

0.990

Half-life:

70 days