S&P GSCI Agricultural Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:14.77% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1653 | 11.26 | |
| 0.0517 | 34.82 | |
| 0.9905 | 1,080.19 | |
| 10.1488 | 3.98 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
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