S&P GSCI Corn Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:17.19% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3313 | 8.01 | |
| 0.0649 | 37.92 | |
| 0.9902 | 758.22 | |
| 7.1806 | 7.52 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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