V-Lab
V-Lab
S&P GSCI Corn Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:16.67% (-0.69%)

Analysis last updated: Sunday, November 24, 2024 at 01:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Corn Index GAS-GARCH-T
paramt-stat
ω2.35917.75
α0.065537.93
β0.9904745.19
ν77.68
Estimation Period:
Jan 2, 1990 to Nov 22, 2024