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 Tuesday, May 12th, 2026

1 Day

-0.00%

decreased by 11.08%

1 Week

5.79%

decreased by 5.29%

1 Month

16.31%

increased by 5.23%

Analysis last updated: Monday, May 11, 2026 at 11:02 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