CME Live Cattle MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
14.63%
decreased by 0.78%
1 Week
15.97%
increased by 0.56%
1 Month
16.67%
increased by 1.26%
Analysis last updated: Tuesday, June 16, 2026 at 04:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0786 | 6.57 | |
| 0.1177 | 4.29 | |
| 0.1892 | 7.23 | |
| 0.4477 | 0.22 | |
| 0.4395 | 0.23 | |
| 0.2259 | 0.07 |
Estimation Period:
Mar 1, 2001 to Jun 12, 2026
Mar 1, 2001 to Jun 12, 2026
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