V-Lab
V-Lab
S&P GSCI Sugar Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 25th, 2024:27.15% (-0.57%)

Analysis last updated: Wednesday, December 25, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Sugar Index GAS-GARCH-T
paramt-stat
ω3.79556.63
α0.028739.32
β0.99611518.45
ν76.74
Estimation Period:
Jan 2, 1990 to Dec 20, 2024