S&P GSCI Agricultural Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:12.98% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1598 | 11.36 | |
| 0.0517 | 34.97 | |
| 0.9905 | 1,086.11 | |
| 10.1970 | 3.95 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
Other GAS-GARCH Student T Analyses on Commodities