V-Lab
V-Lab
S&P GSCI Agricultural Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:11.63% (-0.02%)

Analysis last updated: Sunday, December 22, 2024 at 01:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Agricultural Spot Index GAS-GARCH-T
paramt-stat
ω1.173310.83
α0.052034.91
β0.99071058.49
ν104.05
Estimation Period:
Jan 2, 1990 to Dec 20, 2024