S&P GSCI Corn Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:14.73% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3124 | 7.92 | |
| 0.0645 | 37.76 | |
| 0.9903 | 753.05 | |
| 7.1128 | 7.61 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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