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	param	t-stat
$ω$	0.0038	16.02
$α$	0.0529	21.00
$β$	0.9423	673.53
$γ$	0.0031	0.76

V-Lab

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

Volatility Prediction for Tuesday, March 17th, 2026:18.30% (+0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Light Energy Spot Index Analyses