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	param	t-stat
$ω$	0.0038	15.77
$α$	0.0510	20.89
$β$	0.9430	685.33
$γ$	0.0051	1.26

V-Lab

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

Volatility Prediction for Friday, January 30th, 2026:12.80% (+0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Light Energy Spot Index Analyses