S&P GSCI Corn Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:16.14% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3173 | 8.15 | |
| 0.0650 | 38.16 | |
| 0.9902 | 768.19 | |
| 7.2347 | 7.51 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
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