S&P GSCI Livestock Spot Index EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
13.63%
decreased by 0.23%
1 Week
13.67%
decreased by 0.19%
1 Month
13.82%
decreased by 0.04%
Analysis last updated: Wednesday, May 20, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0024 | -3.21 | |
| 0.0956 | 37.67 | |
| 0.9819 | 1,317.98 | |
| -0.0329 | -14.96 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other S&P GSCI Livestock Spot Index Analyses
Other EGARCH Analyses on Commodities