S&P GSCI Live Cattle 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, June 29th, 2026
1 Day
16.28%
increased by 4.03%
1 Week
19.64%
increased by 7.39%
1 Month
24.28%
increased by 12.03%
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 | |
|---|---|---|
| 121 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1899 | 10.14 | |
| 0.9066 | 8.17 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
Other S&P GSCI Live Cattle Index Analyses
Other MF2-GARCH Analyses on Commodities