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	param	t-stat
$ω$	5.0491	0.21
$α$	0.2422	69.23
$β$	0.9990	213.42
$ν$	2.0000	3,246.75

V-Lab

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

Volatility Prediction for Friday, December 19th, 2025:3.64% (-1.88%)

Date Range:

Parameter Estimates

Other GS Connect S&P GSCI Enhanced Commodity Total Return Strategy Index ETN Analyses