V-Lab
S&P GSCI Agricultural Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:6.27% (+0.61%)
Analysis last updated: Tuesday, November 5, 2024 at 12:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 1.0000 | 9999900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.9240 | 15.38 | |
| 0.2257 | 14.95 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Nov 1, 2024
Jan 2, 1990 to Nov 1, 2024
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