S&P GSCI Livestock Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
15.50%
increased by 0.23%
1 Week
15.48%
increased by 0.21%
1 Month
15.40%
increased by 0.13%
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 | |
|---|---|---|
| -0.0024 | -3.19 | |
| 0.0955 | 37.71 | |
| 0.9819 | 1,319.79 | |
| -0.0329 | -14.97 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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