S&P GSCI Agricultural Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:12.01% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1612 | 11.32 | |
| 0.0518 | 35.02 | |
| 0.9906 | 1,089.77 | |
| 10.1981 | 3.97 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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