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	param	t-stat
$ω$	0.0018	5.60
$α$	0.1190	37.87
$β$	0.9938	2,327.30
$γ$	-0.0054	-1.98

V-Lab

S&P GSCI Light Energy Spot Index EGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:18.41% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Light Energy Spot Index Analyses