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V-Lab
V-Lab
S&P GSCI Live Cattle Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:25.73% (-0.52%)
Analysis last updated: Thursday, November 27, 2025 at 01:49 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
α0.01015.94
β0.9070215.24
γ0.072223.77
λ10.00503.91
λ20.02823.73
λ30.9662109.08
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts