S&P GSCI Grains Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:14.83% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7000 | 13.20 | |
| 0.0533 | 35.10 | |
| 0.9890 | 1,251.96 | |
| 9.7602 | 4.33 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
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