S&P GSCI Softs Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.68% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5250 | 10.77 | |
| 0.0363 | 32.11 | |
| 0.9907 | 914.81 | |
| 9.6388 | 2.99 |
Estimation Period:
Jan 17, 1995 to Feb 20, 2026
Jan 17, 1995 to Feb 20, 2026
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