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S&P GSCI Feeder 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 1st, 2026

1 Day

8.69%

decreased by 0.73%

1 Week

10.24%

increased by 0.82%

1 Month

14.71%

increased by 5.29%

Analysis last updated: Friday, May 29, 2026 at 11:12 PM UTC

Date Range:

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

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time