V-Lab
S&P GSCI Crude Oil Index Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:28.82% (+3.90%)
Analysis last updated: Thursday, May 2, 2024 at 12:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0598 | 19.39 | |
| 0.1254 | 16.24 | |
| 0.8182 | 184.94 | |
| 0.0982 | 9.69 |
Estimation Period:
Aug 10, 2010 to Apr 26, 2024
Aug 10, 2010 to Apr 26, 2024
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