V-Lab
S&P GSCI Livestock Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:0.00% (-11.47%)
Analysis last updated: Tuesday, April 30, 2024 at 11:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9999900.00 | |
| 0.0420 | 420280.00 | |
| -0.0840 | -840350.00 | |
| 0.0725 | 3.25 | |
| 0.9416 | 26.37 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024
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