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 4th, 2026
1 Day
-0.00%
decreased by 12.11%
1 Week
8.82%
decreased by 3.29%
1 Month
23.95%
increased by 11.84%
Analysis last updated: Saturday, May 2, 2026 at 03:32 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0420 | 420,280.00 | |
| -0.0840 | -840,350.00 | |
| 0.0827 | 2.87 | |
| 0.9263 | 19.97 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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