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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 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

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