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	param	t-stat
$ω$	-0.0011	-0.76
$α$	0.0131	5.92
$β$	0.9870	484.04
$γ$	0.4413	3.56

V-Lab

GS Connect S&P GSCI Enhanced Commodity Total Return Strategy Index ETN AGARCH Volatility Analysis

Volatility Prediction for Friday, December 19th, 2025:35.83% (-0.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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