S&P GSCI Grains Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:15.55% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7060 | 13.19 | |
| 0.0533 | 34.92 | |
| 0.9890 | 1,248.77 | |
| 9.7496 | 4.32 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
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