V-Lab
S&P GSCI Light Energy Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:4.83% (-12.00%)
Analysis last updated: Sunday, December 22, 2024 at 03:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 7.0140 | 21.79 | |
| 0.3000 | 14.40 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Jan 2, 1990 to Dec 20, 2024
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