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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, June 1st, 2026

1 Day

3.56%

decreased by 3.26%

1 Week

3.81%

decreased by 3.01%

1 Month

4.87%

decreased by 1.95%

Analysis last updated: Friday, May 29, 2026 at 11:12 PM 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