V-Lab
S&P GSCI Energy and Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:18.76% (-0.36%)
Analysis last updated: Sunday, December 22, 2024 at 03:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0430 | 11.87 | |
| 0.8772 | 111.93 | |
| 0.0542 | 10.24 | |
| 0.0154 | 5.05 | |
| 0.0299 | 4.05 | |
| 0.9651 | 115.90 |
Estimation Period:
Jan 6, 1995 to Dec 20, 2024
Jan 6, 1995 to Dec 20, 2024
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