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GS Connect S&P GSCI Enhanced Commodity Total Return Strategy Index ETN MEM Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:26.67% (-0.11%)
Analysis last updated: Wednesday, October 22, 2025 at 01:28 PM UTC
Date Range:

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to

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graph of GS Connect S&P GSCI Enhanced Commodity Total Return Strategy Index ETN MEM
paramt-stat
ω0.13063.44
α0.04174.67
β0.9461340.80
Estimation Period:
Dec 27, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts