S&P GSCI Corn Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:15.79% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3209 | 7.93 | |
| 0.0646 | 37.61 | |
| 0.9902 | 750.15 | |
| 7.1226 | 7.56 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
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