S&P GSCI Grains Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:15.21% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7061 | 13.07 | |
| 0.0532 | 34.99 | |
| 0.9891 | 1,244.16 | |
| 9.7194 | 4.34 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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