V-Lab
V-Lab
S&P GSCI Energy and Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:27.67% (-0.28%)

Analysis last updated: Tuesday, November 5, 2024 at 12:00 AM UTC

Date Range:

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to

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1Y ·

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graph of S&P GSCI Energy and Metals Spot Index MF2-GARCH
paramt-stat
m41
α0.042711.74
β0.8769109.91
γ0.054310.16
λ10.01654.93
λ20.03123.91
λ30.9635106.89
Estimation Period:
Jan 6, 1995 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts