V-Lab
V-Lab
S&P GSCI Energy and Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 21st, 2024:23.18% (-0.76%)

Analysis last updated: Thursday, November 21, 2024 at 12:09 AM UTC

Date Range:

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graph of S&P GSCI Energy and Metals Spot Index MF2-GARCH
paramt-stat
m41
α0.042811.78
β0.8767109.61
γ0.054110.14
λ10.01644.92
λ20.03103.92
λ30.9637107.69
Estimation Period:
Jan 6, 1995 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts