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V-Lab

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, June 29th, 2026

1 Day

0.22%

decreased by 1.90%

1 Week

0.21%

decreased by 1.91%

1 Month

0.17%

decreased by 1.95%

Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC

Date Range:

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graph of S&P GSCI Livestock Spot Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time