S&P GSCI Agricultural Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:12.27% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1637 | 11.27 | |
| 0.0518 | 34.88 | |
| 0.9906 | 1,082.59 | |
| 10.1672 | 3.97 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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