S&P GSCI Live Cattle Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
15.40%
decreased by 0.54%
1 Week
15.42%
decreased by 0.52%
1 Month
15.48%
decreased by 0.46%
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 | |
|---|---|---|
| 0.0003 | 0.31 | |
| 0.0899 | 37.93 | |
| 0.9868 | 1,641.85 | |
| -0.0441 | -25.19 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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