Skip to main content
V-Lab

S&P GSCI Livestock Spot 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 Monday, May 25th, 2026

1 Day

16.54%

decreased by 24.13%

1 Week

21.00%

decreased by 19.67%

1 Month

41.77%

increased by 1.10%

Analysis last updated: Friday, May 22, 2026 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Livestock Spot Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time