S&P GSCI Live Cattle 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 Thursday, May 7th, 2026
1 Day
-0.00%
decreased by 9.36%
1 Week
2.15%
decreased by 7.21%
1 Month
2.41%
decreased by 6.95%
Analysis last updated: Wednesday, May 6, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 7.0755 | 27.74 | |
| 0.2484 | 36.40 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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