Skip to main content
V-Lab
V-Lab
S&P GSCI All Cattle Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:23.56% (-0.64%)
Analysis last updated: Sunday, November 23, 2025 at 01:47 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
α0.00160.83
β0.9119242.47
γ0.072524.19
λ10.01472.63
λ20.06804.17
λ30.916243.17
Estimation Period:
Jan 7, 2002 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts