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S&P GSCI Lead Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:14.06% (-0.14%)
Analysis last updated: Thursday, December 18, 2025 at 01:11 AM UTC
Date Range:

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to

6M ·

1Y ·

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graph of S&P GSCI Lead Spot Index MF2-GARCH
paramt-stat
m21
α0.069615.34
β0.681437.41
γ0.02905.34
λ10.00520.91
λ20.02652.43
λ30.971880.87
Estimation Period:
Jan 6, 1995 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts