S&P GSCI Corn Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:16.55% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3194 | 7.94 | |
| 0.0646 | 37.67 | |
| 0.9902 | 751.29 | |
| 7.1214 | 7.57 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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