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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 Tuesday, April 14th, 2026

1 Day

0.98%

decreased by 3.54%

1 Week

1.20%

decreased by 3.32%

1 Month

1.86%

decreased by 2.66%

Analysis last updated: Monday, April 13, 2026 at 11:02 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