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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.0696	15.34
$β$	0.6812	37.36
$γ$	0.0290	5.34
$λ_{1}$	0.0053	0.92
$λ_{2}$	0.0265	2.42
$λ_{3}$	0.9717	80.67

V-Lab

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

Volatility Prediction for Thursday, December 25th, 2025:13.15% (-0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Lead Spot Index Analyses