Skip to main content
V-Lab
V-Lab
S&P GSCI All Cattle Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:19.42% (-0.44%)
Analysis last updated: Tuesday, December 16, 2025 at 12:02 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
α0.00140.70
β0.9116243.09
γ0.073324.43
λ10.01492.63
λ20.06864.19
λ30.915542.81
Estimation Period:
Jan 7, 2002 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts