V-Lab
V-Lab
S&P GSCI Sugar Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:28.48% (-0.16%)

Analysis last updated: Friday, November 22, 2024 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Sugar Index GAS-GARCH-T
paramt-stat
ω3.79656.62
α0.028839.18
β0.99611511.51
ν76.76
Estimation Period:
Jan 2, 1990 to Nov 15, 2024