V-Lab
S&P GSCI Agricultural Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 22nd, 2025:8.71% (-13.37%)
Analysis last updated: Wednesday, January 22, 2025 at 12:22 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9999900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.0350 | 25.41 | |
| 0.1163 | 23.68 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jan 17, 2025
Jan 2, 1990 to Jan 17, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Agricultural Spot Index Analyses