S&P GSCI Agricultural Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:12.54% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1605 | 11.35 | |
| 0.0516 | 34.92 | |
| 0.9905 | 1,084.91 | |
| 10.1886 | 3.95 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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