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V-Lab
V-Lab
S&P GSCI Energy and Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:19.29% (-0.14%)
Analysis last updated: Friday, December 12, 2025 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Energy and Metals Spot Index GJR-GARCH
paramt-stat
ω0.035019.79
α0.050515.83
β0.9242419.34
γ0.02975.35
Estimation Period:
Jan 6, 1995 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts