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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1306 | 3.44 | |
| 0.0417 | 4.67 | |
| 0.9461 | 340.80 |
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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