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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 1st, 2026

1 Day

8.84%

increased by 1.27%

1 Week

9.40%

increased by 1.83%

1 Month

11.24%

increased by 3.67%

Analysis last updated: Friday, May 29, 2026 at 11:13 PM UTC

Date Range:

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

News Impact Curve

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Volatility Forecast

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