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	param	t-stat
$m$	41
$α$	0.0469	12.99
$β$	0.8711	108.01
$γ$	0.0507	9.86
$λ_{1}$	0.0151	5.01
$λ_{2}$	0.0278	4.19
$λ_{3}$	0.9671	127.42

V-Lab

S&P GSCI Energy and Metals Spot Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 14th, 2026:19.18% (+0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Energy and Metals Spot Index Analyses