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, June 1st, 2026
1 Day
8.69%
decreased by 0.73%
1 Week
10.24%
increased by 0.82%
1 Month
14.71%
increased by 5.29%
Analysis last updated: Friday, May 29, 2026 at 11:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 5.1368 | 34.66 | |
| 0.3334 | 29.86 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 7, 2002 to May 29, 2026
Jan 7, 2002 to May 29, 2026
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