V-Lab
V-Lab
S&P GSCI Agricultural Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:11.60% (-0.28%)

Analysis last updated: Tuesday, November 5, 2024 at 12:01 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
ω1.177710.88
α0.052134.87
β0.99071058.43
ν104.04
Estimation Period:
Jan 2, 1990 to Nov 1, 2024