S&P GSCI Live Cattle Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
14.27%
decreased by 0.21%
1 Week
14.40%
decreased by 0.08%
1 Month
14.77%
increased by 0.29%
Analysis last updated: Thursday, April 2, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0102 | 5.94 | |
| 0.9048 | 212.69 | |
| 0.0733 | 24.01 | |
| 0.0050 | 3.87 | |
| 0.0275 | 3.76 | |
| 0.9668 | 112.08 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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