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V-Lab

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 8th, 2026

1 Day

11.58%

decreased by 12.04%

1 Week

19.54%

decreased by 4.08%

1 Month

41.21%

increased by 17.59%

Analysis last updated: Friday, June 5, 2026 at 11:22 PM UTC

Date Range:

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graph of S&P GSCI Live Cattle Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time