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V-Lab
V-Lab
S&P GSCI All Crude Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:29.99% (-1.10%)
Analysis last updated: Friday, November 14, 2025 at 12:50 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
α0.045416.78
β0.9007309.43
γ0.054916.50
λ10.021210.06
λ20.034110.88
λ30.9612264.94
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts