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	param	t-stat
$ω$	0.0088	12.51
$α$	0.0324	14.57
$β$	0.9658	878.79
$γ$	-0.0024	-0.70

V-Lab

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

Volatility Prediction for Tuesday, March 17th, 2026:16.37% (-0.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Lead Spot Index Analyses