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V-Lab

S&P GSCI Agricultural Spot 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, May 4th, 2026

1 Day

2.89%

decreased by 7.69%

1 Week

3.00%

decreased by 7.58%

1 Month

3.24%

decreased by 7.34%

Analysis last updated: Saturday, May 2, 2026 at 03:38 AM UTC

Date Range:

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graph of S&P GSCI Agricultural Spot Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time