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	param	t-stat
$ω$	0.0038	16.59
$α$	0.0543	38.44
$β$	0.9422	673.02
$γ$	0.0076	0.68

V-Lab

S&P GSCI Light Energy Spot Index AGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:20.12% (-0.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Light Energy Spot Index Analyses