V-Lab
V-Lab
S&P GSCI Sugar Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:30.22% (-0.53%)

Analysis last updated: Tuesday, November 5, 2024 at 12:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Sugar Index GAS-GARCH-T
paramt-stat
ω3.81726.63
α0.028739.28
β0.99611534.86
ν76.80
Estimation Period:
Jan 2, 1990 to Nov 1, 2024