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	param	t-stat
$ω$	0.0091	12.50
$α$	0.0327	14.57
$β$	0.9654	864.27
$γ$	-0.0022	-0.64

V-Lab

S&P GSCI Lead Spot Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 27th, 2026:16.50% (-0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Lead Spot Index Analyses