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V-Lab

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 Wednesday, May 27th, 2026

1 Day

0.00%

decreased by 9.94%

1 Week

7.09%

decreased by 2.85%

1 Month

9.71%

decreased by 0.23%

Analysis last updated: Tuesday, May 26, 2026 at 11:02 PM UTC

Date Range:

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graph of S&P GSCI Live Cattle Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time