S&P GSCI Live Cattle Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
14.78%
decreased by 0.24%
1 Week
14.78%
decreased by 0.24%
1 Month
14.77%
decreased by 0.25%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8580 | 11.55 | |
| 0.0460 | 25.66 | |
| 0.9890 | 927.74 | |
| 8.9996 | 3.94 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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