S&P GSCI Coffee Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:39.43% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8944 | 9.79 | |
| 0.0434 | 31.41 | |
| 0.9857 | 664.23 | |
| 6.0420 | 5.90 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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