S&P GSCI Sugar Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.80% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7164 | 6.93 | |
| 0.0284 | 39.49 | |
| 0.9960 | 1,544.25 | |
| 7.0724 | 6.45 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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