V-Lab
V-Lab
S&P GSCI Corn Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:17.65% (-0.56%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Corn Index GAS-GARCH-T
paramt-stat
ω2.36587.72
α0.065537.85
β0.9904743.51
ν77.69
Estimation Period:
Jan 2, 1990 to Nov 1, 2024