S&P GSCI Live Cattle Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
14.70%
decreased by 0.38%
1 Week
14.71%
decreased by 0.37%
1 Month
14.72%
decreased by 0.36%
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 | |
|---|---|---|
| 0.0097 | 22.60 | |
| 0.0489 | 38.19 | |
| 0.9401 | 639.54 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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