V-Lab
S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:18.31% (+0.46%)
Analysis last updated: Sunday, December 22, 2024 at 03:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0530 | 19.95 | |
| 0.9592 | 439.41 | |
| -0.0280 | -10.51 | |
| 0.0006 | 29.70 | |
| 0.0000 | 0.10 | |
| 0.9999 | 9089.76 |
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Jan 2, 1990 to Dec 20, 2024
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