V-Lab
V-Lab
S&P GSCI Biofuel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 21st, 2024:17.92% (+0.32%)

Analysis last updated: Thursday, November 21, 2024 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of S&P GSCI Biofuel Spot Index GAS-GARCH-T
paramt-stat
ω1.403413.50
α0.046431.66
β0.98971110.74
ν103.92
Estimation Period:
Jan 16, 1995 to Nov 15, 2024