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This volatility is\nespecially noticeable in agricultural commodities, adding\nuncertainty for farmers, traders, and others in the\nagricultural supply chain. Commonly and popularly used four\nvolatility models viz, GARCH, Glosten Jagannatan Runkle-GARCH\n(GJR-GARCH) model, exponentially weighted moving average (EWMA)\nmodel and Multiplicative Error Model (MEM) are selected and\nimplemented. PWAVE, weighted ensemble model based on particle\nswarm optimization (PSO) is proposed to combine the forecast\nobtained from all the candidate models. 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