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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%)
Analysis last updated: Wednesday, October 22, 2025 at 01:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of GS Connect S&P GSCI Enhanced Commodity Total Return Strategy Index ETN AMEM
paramt-stat
ω0.08784.94
α0.06133.79
β0.9521342.12
γ-0.0458-1.69
Estimation Period:
Dec 27, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts