S&P GSCI Livestock Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
12.55%
decreased by 0.16%
1 Week
12.61%
decreased by 0.10%
1 Month
12.81%
increased by 0.10%
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 | |
|---|---|---|
| 0.8026 | 21.91 | |
| 0.0478 | 26.45 | |
| 0.9834 | 849.19 | |
| 14.0524 | 2.17 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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