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 8th, 2026
1 Day
15.20%
decreased by 8.85%
1 Week
17.30%
decreased by 6.75%
1 Month
25.06%
increased by 1.01%
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 | |
|---|---|---|
| 31 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0156 | 155,770.00 | |
| -0.0311 | -311,340.00 | |
| 0.2402 | 15.58 | |
| 0.7051 | 7,051,170.00 | |
| 0.0000 | 0.01 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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