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V-Lab
V-Lab
S&P GSCI Agricultural Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:5.63% (-26.44%)
Analysis last updated: Friday, November 21, 2025 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Agricultural Spot Index MF2-GARCH
paramt-stat
m51
α1.00009,999,900.00
β0.0000100.00
γ0.00000.00
λ11.027025.92
λ20.115523.95
λ30.00000.00
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts