V-Lab
S&P GSCI Light Energy Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:6.91% (+0.46%)
Analysis last updated: Friday, May 17, 2024 at 11:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7068 | 7067550.00 | |
| 0.0432 | 432450.00 | |
| 0.5000 | 5000000.00 | |
| 0.0786 | 11.38 | |
| 0.9423 | 39.02 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to May 17, 2024
Jan 2, 1990 to May 17, 2024
News Impact Curve
Volatility Forecasts
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