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	param	t-stat
$ω$	0.0038	16.70
$α$	0.0546	38.05
$β$	0.9421	663.44

V-Lab

S&P GSCI Light Energy Spot Index GARCH Volatility Analysis

Volatility Prediction for Thursday, March 5th, 2026:16.11% (-0.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Light Energy Spot Index Analyses