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V-Lab
V-Lab
S&P GSCI All Crude Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:31.15% (-1.03%)
Analysis last updated: Thursday, October 16, 2025 at 12:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI All Crude Spot Index MF2-GARCH
paramt-stat
m126
α0.045816.86
β0.9003308.22
γ0.054916.42
λ10.021310.09
λ20.034110.91
λ30.9613265.91
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts