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	param	t-stat
$ω$	0.0117	19.18
$α$	0.0638	18.34
$β$	0.9274	505.42
$γ$	0.0094	1.81

V-Lab

S&P GSCI Spot Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:15.90% (+1.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Spot Index Analyses