S&P GSCI Corn Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.35% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3146 | 7.94 | |
| 0.0646 | 37.74 | |
| 0.9902 | 752.46 | |
| 7.1183 | 7.60 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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