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 29th, 2026
1 Day
5.66%
decreased by 18.64%
1 Week
5.86%
decreased by 18.44%
1 Month
6.36%
decreased by 17.94%
Analysis last updated: Saturday, June 27, 2026 at 12:24 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.9976 | 23.88 | |
| 0.1377 | 22.08 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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