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	param	t-stat
$ω$	0.0016	5.20
$α$	0.1172	37.76
$β$	0.9939	2,322.08
$γ$	-0.0067	-2.50

V-Lab

S&P GSCI Light Energy Spot Index EGARCH Volatility Analysis

Volatility Prediction for Monday, January 19th, 2026:12.45% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Light Energy Spot Index Analyses