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V-Lab
V-Lab
S&P GSCI Energy and Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:22.73% (+4.67%)
Analysis last updated: Saturday, October 11, 2025 at 02:19 AM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P GSCI Energy and Metals Spot Index MF2-GARCH
paramt-stat
m41
α0.047513.09
β0.8703107.74
γ0.05079.80
λ10.01545.04
λ20.02784.19
λ30.9671127.25
Estimation Period:
Jan 6, 1995 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts