S&P GSCI Live Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
14.99%
decreased by 0.49%
1 Week
14.98%
decreased by 0.50%
1 Month
14.96%
decreased by 0.52%
Analysis last updated: Friday, June 5, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8577 | 11.61 | |
| 0.0461 | 25.72 | |
| 0.9890 | 930.36 | |
| 9.0187 | 3.94 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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