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	param	t-stat
$ω$	0.0017	5.22
$α$	0.1172	37.77
$β$	0.9938	2,327.52
$γ$	-0.0066	-2.48

V-Lab

S&P GSCI Light Energy Spot Index EGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:18.97% (+0.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Light Energy Spot Index Analyses