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S&P GSCI Feeder Cattle Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:30.52% (+6.17%)
Analysis last updated: Monday, October 27, 2025 at 11:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Feeder Cattle Index MF2-GARCH
paramt-stat
m66
α0.00652.78
β0.8879201.61
γ0.082623.76
λ10.02752.08
λ20.10913.17
λ30.865018.67
Estimation Period:
Jan 7, 2002 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts