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GS Connect S&P GSCI Enhanced Commodity Total Return Strategy Index ETN Asy. Power MEM Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:17.74% (-0.09%)
Analysis last updated: Wednesday, October 22, 2025 at 01:28 PM UTC
Date Range:

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graph of GS Connect S&P GSCI Enhanced Commodity Total Return Strategy Index ETN APMEM
paramt-stat
ω0.06344.54
α0.03035.69
β0.9405182.94
γ-0.2786-4.42
δ3.00009.81
Estimation Period:
Dec 27, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts