S&P GSCI Corn Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:18.43% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3252 | 8.13 | |
| 0.0650 | 38.02 | |
| 0.9902 | 766.99 | |
| 7.2318 | 7.50 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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