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	param	t-stat
$ω$	0.0038	15.76
$α$	0.0510	20.84
$β$	0.9429	683.27
$γ$	0.0052	1.28

V-Lab

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

Volatility Prediction for Thursday, December 25th, 2025:10.70% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Light Energy Spot Index Analyses