S&P GSCI Agricultural Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.17% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1583 | 11.35 | |
| 0.0516 | 34.96 | |
| 0.9905 | 1,087.30 | |
| 10.1962 | 3.94 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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