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V-Lab
V-Lab
S&P GSCI Lead Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:12.41% (-0.12%)
Analysis last updated: Saturday, November 1, 2025 at 12:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P GSCI Lead Spot Index MF2-GARCH
paramt-stat
m21
α0.069515.28
β0.680637.37
γ0.02965.44
λ10.00550.93
λ20.02642.42
λ30.971780.62
Estimation Period:
Jan 6, 1995 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts