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, April 13th, 2026
1 Day
6.38%
decreased by 5.68%
1 Week
9.14%
decreased by 2.92%
1 Month
16.57%
increased by 4.51%
Analysis last updated: Friday, April 10, 2026 at 11:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 5.2257 | 14.51 | |
| 0.3829 | 21.05 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 7, 2002 to Apr 10, 2026
Jan 7, 2002 to Apr 10, 2026
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