V-Lab
V-Lab
S&P GSCI Biofuel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:16.91% (-0.44%)

Analysis last updated: Sunday, December 22, 2024 at 01:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P GSCI Biofuel Spot Index GAS-GARCH-T
paramt-stat
ω1.402013.57
α0.046231.77
β0.98971117.03
ν103.92
Estimation Period:
Jan 16, 1995 to Dec 20, 2024