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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 Monday, April 13th, 2026

1 Day

19.73%

increased by 3.90%

1 Week

33.33%

increased by 17.50%

1 Month

67.31%

increased by 51.48%

Analysis last updated: Friday, April 10, 2026 at 11:10 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