S&P GSCI Livestock Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
14.24%
decreased by 0.40%
1 Week
14.24%
decreased by 0.40%
1 Month
14.24%
decreased by 0.40%
Analysis last updated: Friday, May 15, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8040 | 21.89 | |
| 0.0478 | 26.46 | |
| 0.9834 | 851.45 | |
| 14.0758 | 2.17 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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