V-Lab
V-Lab
S&P GSCI Biofuel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:17.21% (-0.38%)

Analysis last updated: Tuesday, November 5, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P GSCI Biofuel Spot Index GAS-GARCH-T
paramt-stat
ω1.405413.44
α0.046431.59
β0.98971110.75
ν103.92
Estimation Period:
Jan 16, 1995 to Nov 1, 2024