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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, April 13th, 2026

1 Day

0.69%

decreased by 1.32%

1 Week

0.84%

decreased by 1.17%

1 Month

0.92%

decreased by 1.09%

Analysis last updated: Friday, April 10, 2026 at 11:10 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