V-Lab
S&P GSCI Livestock Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 21st, 2024:0.00% (-12.59%)
Analysis last updated: Thursday, November 21, 2024 at 12:09 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9999900.00 | |
| 0.0420 | 420280.00 | |
| -0.0840 | -840350.00 | |
| 0.0721 | 3.16 | |
| 0.9397 | 26.04 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024
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