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V-Lab
S&P GSCI Energy and Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:18.11% (-0.37%)
Analysis last updated: Friday, December 5, 2025 at 01:24 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
α0.046912.99
β0.8708108.13
γ0.05109.89
λ10.01525.02
λ20.02784.20
λ30.9671127.91
Estimation Period:
Jan 6, 1995 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts