V-Lab
S&P GSCI Grains Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:1.75% (-6.23%)
Analysis last updated: Saturday, May 18, 2024 at 12:00 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 1.0000 | 9999900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.6319 | 16318960.00 | |
| 0.0306 | 305990.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to May 17, 2024
Jan 2, 1990 to May 17, 2024
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