S&P GSCI Agricultural Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:13.72% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1586 | 11.39 | |
| 0.0515 | 34.94 | |
| 0.9905 | 1,089.69 | |
| 10.2126 | 3.93 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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