S&P GSCI Corn Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:20.68% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3333 | 8.11 | |
| 0.0651 | 38.00 | |
| 0.9902 | 765.22 | |
| 7.2174 | 7.52 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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