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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 Wednesday, July 1st, 2026

1 Day

11.48%

decreased by 7.68%

1 Week

11.78%

decreased by 7.38%

1 Month

12.68%

decreased by 6.48%

Analysis last updated: Tuesday, June 30, 2026 at 11:03 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