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V-Lab
V-Lab
S&P GSCI Energy and Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:20.60% (-0.54%)
Analysis last updated: Saturday, November 1, 2025 at 12:35 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
ω0.035519.89
α0.050615.82
β0.9240417.35
γ0.02965.33
Estimation Period:
Jan 6, 1995 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts