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V-Lab
V-Lab
S&P GSCI Industrial Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:16.97% (+1.35%)
Analysis last updated: Sunday, December 14, 2025 at 01:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P GSCI Industrial Metals Spot Index GJR-GARCH
paramt-stat
ω0.010014.67
α0.043417.03
β0.9479597.27
γ0.00421.11
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts