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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, April 27th, 2026

1 Day

0.00%

decreased by 8.57%

1 Week

3.14%

decreased by 5.43%

1 Month

3.76%

decreased by 4.81%

Analysis last updated: Friday, April 24, 2026 at 11:06 PM UTC

Date Range:

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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