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V-Lab
V-Lab
S&P GSCI Energy and Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:19.44% (-0.14%)
Analysis last updated: Thursday, October 23, 2025 at 12:53 AM UTC
Date Range:

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to

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1Y ·

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graph of S&P GSCI Energy and Metals Spot Index MF2-GARCH
paramt-stat
m41
α0.047513.11
β0.8704107.31
γ0.05049.75
λ10.01545.01
λ20.02794.17
λ30.9669126.16
Estimation Period:
Jan 6, 1995 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts