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	param	t-stat
$ω$	0.0139	21.59
$α$	0.0759	40.34
$β$	0.9195	540.87
$γ$	0.0337	2.03

V-Lab

S&P GSCI Spot Index AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:24.33% (-0.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Spot Index Analyses