S&P GSCI Biofuel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, December 25th, 2025:13.77% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3748 | 14.04 | |
| 0.0455 | 32.01 | |
| 0.9897 | 1,153.51 | |
| 9.9574 | 3.78 |
Estimation Period:
Jan 16, 1995 to Dec 19, 2025
Jan 16, 1995 to Dec 19, 2025
Other GAS-GARCH Student T Analyses on Commodities