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	param	t-stat
$ω$	0.0139	21.66
$α$	0.0766	40.66
$β$	0.9190	540.28
$γ$	0.0268	1.63

V-Lab

S&P GSCI Spot Index AGARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:38.45% (-1.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Spot Index Analyses