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V-Lab
V-Lab
S&P GSCI Lead Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:13.07% (+0.65%)
Analysis last updated: Friday, December 5, 2025 at 01:24 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
α0.069815.36
β0.680137.34
γ0.02915.35
λ10.00530.91
λ20.02652.42
λ30.971780.66
Estimation Period:
Jan 6, 1995 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts