S&P GSCI Livestock Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
14.33%
decreased by 0.43%
1 Week
14.35%
decreased by 0.41%
1 Month
14.42%
decreased by 0.34%
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 | |
|---|---|---|
| -0.0024 | -3.21 | |
| 0.0956 | 37.67 | |
| 0.9819 | 1,317.98 | |
| -0.0329 | -14.96 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other S&P GSCI Livestock Spot Index Analyses
Other EGARCH Analyses on Commodities