V-Lab
S&P GSCI Livestock Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:2.49% (-17.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.9049 | 9,049,480.00 | |
| 0.0000 | 100.00 | |
| 0.1901 | 1,900,850.00 | |
| 8.4820 | 84,819,750.00 | |
| 0.1429 | 1,429,170.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Jun 27, 2025
Jan 2, 1990 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Livestock Spot Index Analyses
Other MF2-GARCH Analyses on Commodities