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V-Lab
V-Lab
S&P GSCI Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:17.33% (-0.48%)
Analysis last updated: Saturday, October 25, 2025 at 12:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Spot Index GJR-GARCH
paramt-stat
ω0.011819.28
α0.064318.34
β0.9270501.62
γ0.00921.77
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts