S&P GSCI Live Cattle Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
14.98%
decreased by 0.37%
1 Week
14.98%
decreased by 0.37%
1 Month
14.98%
decreased by 0.37%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0041 | 7.23 | |
| 0.0451 | 39.07 | |
| 0.9423 | 689.81 | |
| 0.3978 | 29.62 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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