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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, 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

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