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, May 11th, 2026
1 Day
9.78%
decreased by 21.35%
1 Week
10.11%
decreased by 21.02%
1 Month
10.68%
decreased by 20.45%
Analysis last updated: Friday, May 8, 2026 at 11:08 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 | |
| 5.0754 | 17.92 | |
| 0.2913 | 17.39 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 7, 2002 to May 8, 2026
Jan 7, 2002 to May 8, 2026
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