S&P GSCI Cocoa Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:43.68% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2563 | 5.41 | |
| 0.0302 | 44.73 | |
| 0.9971 | 2,086.08 | |
| 7.0814 | 6.52 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
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