V-Lab
S&P GSCI Grains Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:0.10% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.6361 | 16,360,860.00 | |
| 0.0371 | 370,670.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to May 30, 2025
Jan 2, 1990 to May 30, 2025
News Impact Curve
Volatility Forecasts
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