V-Lab
S&P GSCI Light Energy Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:16.83% (+4.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0470 | 469,580.00 | |
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to May 9, 2025
Jan 2, 1990 to May 9, 2025
News Impact Curve
Volatility Forecasts
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