S&P GSCI Live Cattle Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:22.84% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0101 | 5.96 | |
| 0.9072 | 214.57 | |
| 0.0718 | 23.63 | |
| 0.0050 | 3.90 | |
| 0.0280 | 3.72 | |
| 0.9663 | 109.32 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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