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V-Lab
V-Lab
S&P GSCI Lead Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:14.24% (+0.94%)
Analysis last updated: Sunday, November 23, 2025 at 01:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Lead Spot Index MF2-GARCH
paramt-stat
m21
α0.069515.30
β0.681737.43
γ0.02945.41
λ10.00550.94
λ20.02642.42
λ30.971880.84
Estimation Period:
Jan 6, 1995 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts