S&P GSCI Soybeans Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:14.54% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8629 | 8.70 | |
| 0.0564 | 34.65 | |
| 0.9882 | 734.14 | |
| 7.0431 | 5.83 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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