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	param	t-stat
$ω$	0.0038	16.67
$α$	0.0547	38.05
$β$	0.9420	662.46

V-Lab

S&P GSCI Light Energy Spot Index GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:18.67% (-0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Light Energy Spot Index Analyses