S&P GSCI Livestock Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
14.92%
decreased by 0.07%
1 Week
14.89%
decreased by 0.10%
1 Month
14.82%
decreased by 0.17%
Analysis last updated: Friday, June 5, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8048 | 21.87 | |
| 0.0477 | 26.48 | |
| 0.9835 | 852.21 | |
| 14.0808 | 2.17 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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