S&P GSCI All Cattle Spot Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
14.39%
increased by 0.13%
1 Week
14.54%
increased by 0.28%
1 Month
14.99%
increased by 0.73%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0012 | 0.62 | |
| 0.9085 | 234.27 | |
| 0.0754 | 24.59 | |
| 0.0143 | 2.63 | |
| 0.0637 | 4.07 | |
| 0.9207 | 45.14 |
Estimation Period:
Jan 7, 2002 to Jun 26, 2026
Jan 7, 2002 to Jun 26, 2026
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