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	param	t-stat
$ω$	0.0038	16.03
$α$	0.0529	20.98
$β$	0.9422	672.55
$γ$	0.0030	0.75

V-Lab

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

Volatility Prediction for Friday, March 13th, 2026:18.69% (+0.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Light Energy Spot Index Analyses