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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, 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

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