S&P GSCI Agricultural Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:14.02% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1651 | 11.29 | |
| 0.0517 | 34.83 | |
| 0.9905 | 1,081.36 | |
| 10.1638 | 3.97 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
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