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V-Lab
V-Lab
S&P GSCI Live Cattle Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:26.21% (+2.42%)
Analysis last updated: Friday, November 14, 2025 at 12:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Live Cattle Index MF2-GARCH
paramt-stat
m41
α0.01015.95
β0.9072215.69
γ0.072023.74
λ10.00503.92
λ20.02813.73
λ30.9662109.46
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts