S&P GSCI Grains Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:15.25% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7040 | 13.08 | |
| 0.0532 | 35.04 | |
| 0.9891 | 1,247.31 | |
| 9.7253 | 4.34 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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