S&P GSCI Coffee Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.50% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8901 | 9.98 | |
| 0.0438 | 31.47 | |
| 0.9854 | 657.78 | |
| 6.0620 | 5.87 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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