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{type} for {date}

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	param	t-stat
$ω$	1.0067	3.93
$α$	0.0412	2.55
$β$	0.8850	15.93
$γ_{1}$	-0.4581	-2.45
$γ_{2}$	0.8058	2.92
$γ_{3}$	-0.7601	-4.10
$γ_{4}$	1.1804	6.52
$γ_{5}$	-1.4707	-7.71
$γ_{6}$	1.1971	5.17
$γ_{7}$	-0.4753	-1.71
$γ_{8}$	-0.5068	-1.49
$γ_{9}$	0.8247	1.61
$γ_{10}$	-1.0690	-1.23

V-Lab

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

Volatility Prediction for Friday, December 19th, 2025:43.27% (-2.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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