S&P GSCI Biofuel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:15.33% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3805 | 13.93 | |
| 0.0455 | 31.82 | |
| 0.9896 | 1,137.53 | |
| 9.9014 | 3.79 |
Estimation Period:
Jan 16, 1995 to Oct 31, 2025
Jan 16, 1995 to Oct 31, 2025
Other GAS-GARCH Student T Analyses on Commodities