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V-Lab
V-Lab
S&P GSCI Lead Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:14.09% (-0.37%)
Analysis last updated: Saturday, October 11, 2025 at 02:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Lead Spot Index MF2-GARCH
paramt-stat
m21
α0.069315.20
β0.681437.26
γ0.02975.45
λ10.00570.96
λ20.02632.40
λ30.971880.18
Estimation Period:
Jan 6, 1995 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts