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 Wednesday, April 1st, 2026
1 Day
11.40%
increased by 1.90%
1 Week
14.52%
increased by 5.02%
1 Month
22.73%
increased by 13.23%
Analysis last updated: Tuesday, March 31, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 5.2470 | 52,469,640.00 | |
| 0.3558 | 3,557,740.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 7, 2002 to Mar 27, 2026
Jan 7, 2002 to Mar 27, 2026
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