V-Lab
S&P GSCI Agricultural Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, April 18th, 2025:1.18% (-11.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.8789 | 8,789,150.00 | |
| 0.0279 | 279,260.00 | |
| 0.2229 | 2,229,030.00 |
Estimation Period:
Jan 2, 1990 to Apr 11, 2025
Jan 2, 1990 to Apr 11, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Agricultural Spot Index Analyses
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