S&P GSCI Corn Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:19.02% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3132 | 7.94 | |
| 0.0645 | 37.65 | |
| 0.9902 | 750.73 | |
| 7.1189 | 7.58 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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