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{type} for {date}

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	param	t-stat
$ω$	1.0608	3.86
$α$	0.0387	2.50
$β$	0.9040	19.79
$γ_{1}$	-0.4012	-2.05
$γ_{2}$	0.7221	2.43
$γ_{3}$	-0.7129	-3.53
$γ_{4}$	1.1458	5.89
$γ_{5}$	-1.4448	-7.02
$γ_{6}$	1.1849	4.72
$γ_{7}$	-0.5066	-1.71
$γ_{8}$	-0.3746	-1.13
$γ_{9}$	0.4645	1.24
$γ_{10}$	0.0107	0.03

V-Lab

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

Volatility Prediction for Friday, December 19th, 2025:49.98% (-1.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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