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V-Lab
V-Lab
S&P GSCI Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:13.57% (-0.13%)
Analysis last updated: Sunday, December 7, 2025 at 01:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Spot Index GJR-GARCH
paramt-stat
ω0.011719.16
α0.063918.35
β0.9273504.23
γ0.00941.82
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts