Skip to main content
V-Lab
V-Lab
S&P GSCI Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:16.86% (-0.49%)
Analysis last updated: Saturday, October 25, 2025 at 12:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Spot Index MF2-GARCH
paramt-stat
m126
α0.053922.23
β0.9048311.25
γ0.02669.72
λ10.006811.63
λ20.065823.71
λ30.9310305.93
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts