S&P GSCI Live Cattle Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.64% (+4.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0103 | 5.98 | |
| 0.9047 | 213.58 | |
| 0.0736 | 24.13 | |
| 0.0051 | 3.89 | |
| 0.0278 | 3.76 | |
| 0.9664 | 110.70 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Live Cattle Index Analyses
Other MF2-GARCH Analyses on Commodities