V-Lab
S&P GSCI Industrial Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:12.48% (-7.01%)
Analysis last updated: Tuesday, April 30, 2024 at 11:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7731 | 7731280.00 | |
| 0.0025 | 25290.00 | |
| 0.4487 | 4486850.00 | |
| 0.9772 | 31.47 | |
| 0.2036 | 29.37 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024
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