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V-Lab
V-Lab
S&P GSCI Energy and Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:19.35% (-0.54%)
Analysis last updated: Friday, November 14, 2025 at 12:48 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
ω0.035319.84
α0.050515.81
β0.9241417.95
γ0.02985.36
Estimation Period:
Jan 6, 1995 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts