S&P GSCI All Cattle Spot Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
16.26%
increased by 1.06%
1 Week
16.17%
increased by 0.97%
1 Month
15.74%
increased by 0.54%
Analysis last updated: Tuesday, May 12, 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 | |
|---|---|---|
| 51 | ||
| 0.0015 | 0.74 | |
| 0.9084 | 233.65 | |
| 0.0751 | 24.44 | |
| 0.0145 | 2.64 | |
| 0.0645 | 4.07 | |
| 0.9198 | 44.51 |
Estimation Period:
Jan 7, 2002 to May 8, 2026
Jan 7, 2002 to May 8, 2026
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