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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.7498 | 7,498,460.00 | |
| 0.0002 | 1,540.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.4261 | 34.19 | |
| 0.1565 | 23.33 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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