V-Lab
S&P GSCI Light Energy Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:0.00% (-3.37%)
Analysis last updated: Tuesday, November 5, 2024 at 12:00 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 7.0143 | 23.80 | |
| 0.3000 | 14.79 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Nov 1, 2024
Jan 2, 1990 to Nov 1, 2024
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Volatility Forecasts
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