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	param	t-stat
$m$	21
$α$	0.0705	15.43
$β$	0.6784	36.65
$γ$	0.0270	4.97
$λ_{1}$	0.0059	0.96
$λ_{2}$	0.0266	2.35
$λ_{3}$	0.9714	77.56

V-Lab

S&P GSCI Lead Spot Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:15.94% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Lead Spot Index Analyses