S&P GSCI Livestock Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
13.26%
decreased by 0.33%
1 Week
13.29%
decreased by 0.30%
1 Month
13.41%
decreased by 0.18%
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 | |
|---|---|---|
| 0.8040 | 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
Other GAS-GARCH Student T Analyses on Commodities