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	param	t-stat
$m$	61
$α$	0.0654	30.11
$β$	0.9177	249.37
$γ$	-0.0127	-6.02
$λ_{1}$	0.0013	8.37
$λ_{2}$	0.0102	6.63
$λ_{3}$	0.9888	588.57

V-Lab

S&P GSCI Agricultural Spot Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 7th, 2026:12.43% (-0.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Agricultural Spot Index Analyses