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GS Connect S&P GSCI Enhanced Commodity Total Return Strategy Index ETN MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:45.91% (-0.20%)
Analysis last updated: Friday, December 19, 2025 at 12:34 PM UTC
Date Range:

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graph of GS Connect S&P GSCI Enhanced Commodity Total Return Strategy Index ETN MF2-GARCH
paramt-stat
m46
α0.00790.34
β0.9912207.37
γ0.00160.09
λ10.08200.18
λ20.37570.18
λ30.00000.00
Estimation Period:
Dec 27, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts