S&P GSCI Grains Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:16.06% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7005 | 13.10 | |
| 0.0531 | 34.93 | |
| 0.9890 | 1,240.94 | |
| 9.7091 | 4.33 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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