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V-Lab
V-Lab
S&P GSCI Live Cattle Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:22.32% (-0.55%)
Analysis last updated: Sunday, December 7, 2025 at 01:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Live Cattle Index MF2-GARCH
paramt-stat
m41
α0.01005.87
β0.9078219.21
γ0.072323.99
λ10.00503.96
λ20.02813.77
λ30.9663110.63
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts