V-Lab
V-Lab
S&P GSCI Lead Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:17.43% (-0.26%)

Analysis last updated: Sunday, December 22, 2024 at 01:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of S&P GSCI Lead Spot Index GAS-GARCH-T
paramt-stat
ω3.05455.50
α0.032941.66
β0.99651498.54
ν77.03
Estimation Period:
Jan 6, 1995 to Dec 20, 2024