S&P GSCI Grains Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:15.89% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6979 | 13.16 | |
| 0.0530 | 34.98 | |
| 0.9890 | 1,247.22 | |
| 9.7356 | 4.32 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
Other GAS-GARCH Student T Analyses on Commodities