V-Lab
V-Lab
S&P GSCI Lead Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:21.71% (+0.08%)

Analysis last updated: Tuesday, November 5, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Lead Spot Index GAS-GARCH-T
paramt-stat
ω3.08285.52
α0.032541.26
β0.99661526.14
ν77.02
Estimation Period:
Jan 6, 1995 to Nov 1, 2024