V-Lab
S&P GSCI Light Energy Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:2.39% (-3.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1270 | 30.03 | |
| 0.3000 | 22.06 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jun 27, 2025
Jan 2, 1990 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Light Energy Spot Index Analyses
Other MF2-GARCH Analyses on Commodities