V-Lab
S&P GSCI Agricultural Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 21st, 2024:0.46% (-2.53%)
Analysis last updated: Thursday, November 21, 2024 at 12:09 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9999900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.0249 | 24.48 | |
| 0.1241 | 22.82 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024
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