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 29th, 2026
1 Day
-0.00%
decreased by 7.38%
1 Week
4.15%
decreased by 3.23%
1 Month
5.52%
decreased by 1.86%
Analysis last updated: Saturday, June 27, 2026 at 12:23 AM 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 | |
| 5.3006 | 34.01 | |
| 0.4167 | 68.77 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 7, 2002 to Jun 26, 2026
Jan 7, 2002 to Jun 26, 2026
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