V-Lab
V-Lab
S&P GSCI Lead Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 21st, 2024:20.37% (-0.06%)

Analysis last updated: Thursday, November 21, 2024 at 12:09 AM UTC

Date Range:

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graph of S&P GSCI Lead Spot Index GAS-GARCH-T
paramt-stat
ω3.07045.51
α0.032641.34
β0.99651509.92
ν77.01
Estimation Period:
Jan 6, 1995 to Nov 15, 2024