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V-Lab
V-Lab
S&P GSCI All Cattle Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:22.01% (-0.57%)
Analysis last updated: Sunday, December 7, 2025 at 01:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI All Cattle Spot Index MF2-GARCH
paramt-stat
m51
α0.00150.77
β0.9127247.47
γ0.072724.47
λ10.01482.66
λ20.06864.24
λ30.915743.47
Estimation Period:
Jan 7, 2002 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts