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	param	t-stat
$ω$	0.0082	11.88
$α$	0.0323	14.63
$β$	0.9659	882.94
$γ$	-0.0019	-0.56

V-Lab

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

Volatility Prediction for Wednesday, January 7th, 2026:15.31% (+2.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Lead Spot Index Analyses