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, May 25th, 2026
1 Day
16.54%
decreased by 24.13%
1 Week
21.00%
decreased by 19.67%
1 Month
41.77%
increased by 1.10%
Analysis last updated: Friday, May 22, 2026 at 11:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0600 | 600,350.00 | |
| -0.1200 | -1,200,500.00 | |
| 0.0824 | 4.79 | |
| 0.9272 | 32.99 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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