V-Lab
S&P GSCI Light Energy Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 21st, 2024:8.78% (-1.11%)
Analysis last updated: Thursday, November 21, 2024 at 12:09 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7068 | 7067550.00 | |
| 0.0432 | 432450.00 | |
| 0.5000 | 5000000.00 | |
| 0.0789 | 10.93 | |
| 0.9423 | 38.13 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024
News Impact Curve
Volatility Forecasts
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