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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 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

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