S&P GSCI Feeder Cattle Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
21.04%
decreased by 0.72%
1 Week
20.89%
decreased by 0.87%
1 Month
20.37%
decreased by 1.39%
Analysis last updated: Friday, June 5, 2026 at 11:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 11.31 | |
| 0.0554 | 35.49 | |
| 0.9252 | 471.57 | |
| 0.4158 | 21.10 |
Estimation Period:
Jan 7, 2002 to Jun 5, 2026
Jan 7, 2002 to Jun 5, 2026
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