V-Lab
S&P GSCI Light Energy Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:5.58% (-3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7197 | 7,197,260.00 | |
| 0.0303 | 302,740.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0461 | 9.22 | |
| 0.9596 | 82.26 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to May 30, 2025
Jan 2, 1990 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Light Energy Spot Index Analyses
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