S&P GSCI Agricultural Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:14.34% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1586 | 11.30 | |
| 0.0514 | 34.89 | |
| 0.9905 | 1,081.35 | |
| 10.1587 | 3.95 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
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