V-Lab
S&P GSCI Sugar Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:29.28% (-0.68%)
Analysis last updated: Tuesday, November 5, 2024 at 12:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0214 | 9.32 | |
| 0.9768 | 425.09 | |
| -0.0019 | -2.30 | |
| 2.3529 | 0.10 | |
| 0.3692 | 0.09 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Nov 1, 2024
Jan 2, 1990 to Nov 1, 2024
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