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	param	t-stat
$ω$	0.0034	5.28
$α$	0.0145	5.42
$β$	0.9855	399.98

V-Lab

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

Volatility Prediction for Friday, December 19th, 2025:35.78% (-0.25%)

Date Range:

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