S&P GSCI Coffee Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:32.82% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8745 | 9.92 | |
| 0.0437 | 31.41 | |
| 0.9854 | 659.60 | |
| 6.0512 | 5.88 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
Other GAS-GARCH Student T Analyses on Commodities