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	param	t-stat
$ω$	0.0117	19.20
$α$	0.0639	18.36
$β$	0.9274	504.83
$γ$	0.0093	1.79

V-Lab

S&P GSCI Spot Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 25th, 2025:14.38% (-0.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Spot Index Analyses