S&P GSCI All Cattle Spot Index MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
14.33%
decreased by 0.30%
1 Week
14.35%
decreased by 0.28%
1 Month
14.55%
decreased by 0.08%
Analysis last updated: Wednesday, April 22, 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 | 0.75 | |
| 0.9084 | 234.05 | |
| 0.0752 | 24.48 | |
| 0.0147 | 2.65 | |
| 0.0649 | 4.09 | |
| 0.9191 | 44.24 |
Estimation Period:
Jan 7, 2002 to Apr 17, 2026
Jan 7, 2002 to Apr 17, 2026
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