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	param	t-stat
$ω$	0.0119	19.45
$α$	0.0647	18.49
$β$	0.9268	503.17
$γ$	0.0087	1.67

V-Lab

S&P GSCI Spot Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, March 6th, 2026:26.51% (+2.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Spot Index Analyses