S&P GSCI Cocoa Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:38.87% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1350 | 5.39 | |
| 0.0304 | 43.81 | |
| 0.9969 | 1,884.53 | |
| 7.0889 | 6.25 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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