S&P GSCI Livestock Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
15.36%
decreased by 0.07%
1 Week
15.34%
decreased by 0.09%
1 Month
15.28%
decreased by 0.15%
Analysis last updated: Friday, May 22, 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 | |
|---|---|---|
| -0.0024 | -3.20 | |
| 0.0956 | 37.68 | |
| 0.9819 | 1,318.00 | |
| -0.0329 | -14.97 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
Other S&P GSCI Livestock Spot Index Analyses
Other EGARCH Analyses on Commodities