S&P GSCI Livestock Spot Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
16.20%
increased by 1.11%
1 Week
16.14%
increased by 1.05%
1 Month
15.92%
increased by 0.83%
Analysis last updated: Monday, June 8, 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 | |
|---|---|---|
| 0.0113 | 16.44 | |
| 0.0458 | 37.65 | |
| 0.9364 | 584.16 | |
| 0.2655 | 18.81 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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