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V-Lab
V-Lab
S&P GSCI Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:16.57% (+2.84%)
Analysis last updated: Saturday, October 11, 2025 at 02:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Spot Index MF2-GARCH
paramt-stat
m126
α0.054122.26
β0.9046310.42
γ0.02659.68
λ10.006911.55
λ20.067424.01
λ30.9293301.83
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts