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{type} for {date}

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	param	t-stat
$m$	41
$α$	0.0469	13.01
$β$	0.8711	108.01
$γ$	0.0506	9.85
$λ_{1}$	0.0151	5.02
$λ_{2}$	0.0278	4.19
$λ_{3}$	0.9671	127.64

V-Lab

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

Volatility Prediction for Wednesday, December 24th, 2025:19.33% (-0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Energy and Metals Spot Index Analyses