S&P GSCI Corn Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:16.33% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3260 | 8.06 | |
| 0.0649 | 38.06 | |
| 0.9902 | 762.30 | |
| 7.2008 | 7.51 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
Other GAS-GARCH Student T Analyses on Commodities