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V-Lab

S&P GSCI Grains 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 8th, 2026

1 Day

6.64%

decreased by 18.15%

1 Week

7.03%

decreased by 17.76%

1 Month

9.30%

decreased by 15.49%

Analysis last updated: Saturday, June 6, 2026 at 12:14 AM UTC

Date Range:

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graph of S&P GSCI Grains Spot Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time