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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.9996 | 9,995,690.00 | |
| 0.0001 | 870.00 | |
| 0.0007 | 6,870.00 | |
| 5.1585 | 13.22 | |
| 0.4532 | 31.56 | |
| 0.0405 | 0.94 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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