V-Lab
V-Lab
S&P GSCI Agricultural Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 21st, 2024:11.30% (-0.21%)

Analysis last updated: Thursday, November 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Agricultural Spot Index GAS-GARCH-T
paramt-stat
ω1.175810.81
α0.052134.89
β0.99071056.21
ν104.06
Estimation Period:
Jan 2, 1990 to Nov 15, 2024