S&P GSCI All Cattle Spot Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, April 1st, 2026
1 Day
17.74%
increased by 7.76%
1 Week
17,554,722,441,554.01%
increased by 17,554,722,441,544.03%
1 Month
205,243,270,291,622,500,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 205,243,270,291,622,500,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Tuesday, March 31, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.1118 | 13.96 | |
| 0.2606 | 11.41 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 7, 2002 to Mar 27, 2026
Jan 7, 2002 to Mar 27, 2026
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