S&P GSCI Grains Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:19.93% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7125 | 13.21 | |
| 0.0534 | 34.91 | |
| 0.9890 | 1,247.17 | |
| 9.7524 | 4.33 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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