S&P GSCI All Cattle Spot Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
15.55%
decreased by 0.33%
1 Week
15.56%
decreased by 0.32%
1 Month
15.64%
decreased by 0.24%
Analysis last updated: Friday, June 5, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0014 | 0.67 | |
| 0.9086 | 234.35 | |
| 0.0751 | 24.50 | |
| 0.0144 | 2.63 | |
| 0.0642 | 4.07 | |
| 0.9202 | 44.78 |
Estimation Period:
Jan 7, 2002 to Jun 5, 2026
Jan 7, 2002 to Jun 5, 2026
Other S&P GSCI All Cattle Spot Index Analyses
Other MF2-GARCH Analyses on Commodities