V-Lab
S&P GSCI Agricultural Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:3.61% (-8.97%)
Analysis last updated: Sunday, December 22, 2024 at 01:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9999900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.6696 | 16.61 | |
| 0.4835 | 18.87 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Jan 2, 1990 to Dec 20, 2024
News Impact Curve
Volatility Forecasts
Other S&P GSCI Agricultural Spot Index Analyses