S&P GSCI Grains Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:19.28% (+2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7031 | 13.16 | |
| 0.0531 | 34.89 | |
| 0.9890 | 1,242.44 | |
| 9.7252 | 4.32 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
Other GAS-GARCH Student T Analyses on Commodities