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V-Lab
V-Lab
S&P GSCI Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:14.46% (-0.37%)
Analysis last updated: Friday, November 7, 2025 at 12:11 AM UTC
Date Range:

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to

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1Y ·

2Y ·

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graph of S&P GSCI Spot Index MF2-GARCH
paramt-stat
m126
α0.053722.20
β0.9050312.06
γ0.02679.79
λ10.006811.58
λ20.066323.75
λ30.9304303.65
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts