S&P GSCI Feeder Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
17.51%
decreased by 0.08%
1 Week
17.47%
decreased by 0.12%
1 Month
17.36%
decreased by 0.23%
Analysis last updated: Saturday, June 27, 2026 at 12:23 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0497 | 14.17 | |
| 0.0513 | 22.66 | |
| 0.9863 | 887.74 | |
| 10.4360 | 3.28 |
Estimation Period:
Jan 7, 2002 to Jun 26, 2026
Jan 7, 2002 to Jun 26, 2026
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