S&P GSCI Cocoa Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:44.73% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2359 | 5.40 | |
| 0.0301 | 44.60 | |
| 0.9971 | 2,055.92 | |
| 7.0799 | 6.48 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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