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	param	t-stat
$ω$	0.0037	5.71
$α$	0.0163	3.66
$β$	0.9854	398.94
$γ$	-0.0035	-0.55

V-Lab

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

Volatility Prediction for Friday, December 19th, 2025:34.27% (-0.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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