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V-Lab
V-Lab
S&P GSCI All Cattle Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:14.94% (-0.18%)
Analysis last updated: Saturday, October 11, 2025 at 02:19 AM 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
α0.00190.95
β0.9136245.66
γ0.070623.87
λ10.01542.64
λ20.06864.10
λ30.914641.63
Estimation Period:
Jan 7, 2002 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts