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	param	t-stat
$ω$	0.0119	19.43
$α$	0.0648	18.51
$β$	0.9268	503.15
$γ$	0.0087	1.67

V-Lab

S&P GSCI Spot Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:21.56% (-0.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Spot Index Analyses