V-Lab
V-Lab
S&P GSCI Energy and Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 22nd, 2025:19.76% (+0.97%)

Analysis last updated: Wednesday, January 22, 2025 at 12:22 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
α0.043011.88
β0.8772112.36
γ0.054310.27
λ10.01535.09
λ20.02964.08
λ30.9654117.70
Estimation Period:
Jan 6, 1995 to Jan 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts