S&P GSCI Cocoa Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:45.69% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2344 | 5.42 | |
| 0.0302 | 44.60 | |
| 0.9971 | 2,055.90 | |
| 7.1003 | 6.44 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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