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V-Lab
V-Lab
S&P GSCI Energy and Metals Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:21.66% (+3.89%)
Analysis last updated: Saturday, October 11, 2025 at 02:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P GSCI Energy and Metals Spot Index GJR-GARCH
paramt-stat
ω0.035519.89
α0.051015.86
β0.9238415.54
γ0.02945.28
Estimation Period:
Jan 6, 1995 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts