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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.3797 | 9.91 | |
| 0.6653 | 8.38 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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