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 Thursday, April 23rd, 2026
1 Day
5.32%
decreased by 7.56%
1 Week
9.30%
decreased by 3.58%
1 Month
17.00%
increased by 4.12%
Analysis last updated: Wednesday, April 22, 2026 at 11:04 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 | |
| 5.2388 | 14.17 | |
| 0.4236 | 15.45 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 7, 2002 to Apr 17, 2026
Jan 7, 2002 to Apr 17, 2026
Other S&P GSCI Feeder Cattle Index Analyses
Other MF2-GARCH Analyses on Commodities