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V-Lab
V-Lab
S&P GSCI All Crude Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:26.28% (+0.36%)
Analysis last updated: Thursday, November 6, 2025 at 12:55 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
β0.9008309.56
γ0.054916.48
λ10.021210.06
λ20.034110.86
λ30.9613265.12
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts