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	param	t-stat
$ω$	0.0038	15.76
$α$	0.0510	20.84
$β$	0.9429	683.28
$γ$	0.0052	1.29

V-Lab

S&P GSCI Light Energy Spot Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 9th, 2026:12.13% (-0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Light Energy Spot Index Analyses