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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.0534	22.19
$β$	0.9053	312.59
$γ$	0.0265	9.75
$λ_{1}$	0.0068	11.49
$λ_{2}$	0.0674	23.89
$λ_{3}$	0.9293	300.36

V-Lab

S&P GSCI Spot Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 7th, 2026:14.17% (-0.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Spot Index Analyses