GS Connect S&P GSCI Enhanced Commodity Total Return Strategy Index ETN Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:24.52% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0878 | 4.94 | |
| 0.0613 | 3.79 | |
| 0.9521 | 342.12 | |
| -0.0458 | -1.69 |
Estimation Period:
Dec 27, 2007 to May 30, 2025
Dec 27, 2007 to May 30, 2025
News Impact Curve
Volatility Forecasts
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