S&P GSCI Feeder Cattle Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
20.71%
decreased by 0.61%
1 Week
20.62%
decreased by 0.70%
1 Month
20.29%
decreased by 1.03%
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 | |
|---|---|---|
| 0.0134 | 19.07 | |
| 0.0524 | 32.88 | |
| 0.9354 | 509.73 |
Estimation Period:
Jan 7, 2002 to Jun 5, 2026
Jan 7, 2002 to Jun 5, 2026
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