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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0079 | 0.34 | |
| 0.9912 | 207.37 | |
| 0.0016 | 0.09 | |
| 0.0820 | 0.18 | |
| 0.3757 | 0.18 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 27, 2007 to May 30, 2025
Dec 27, 2007 to May 30, 2025
News Impact Curve
Volatility Forecasts
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