S&P GSCI Live Cattle Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:14.15% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0103 | 5.99 | |
| 0.9045 | 213.31 | |
| 0.0739 | 24.17 | |
| 0.0051 | 3.90 | |
| 0.0278 | 3.76 | |
| 0.9664 | 110.83 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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