S&P GSCI Livestock Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
14.09%
decreased by 0.37%
1 Week
14.10%
decreased by 0.36%
1 Month
14.13%
decreased by 0.33%
Analysis last updated: Friday, May 15, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 16.45 | |
| 0.0459 | 37.59 | |
| 0.9364 | 583.04 | |
| 0.2650 | 18.77 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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