S&P GSCI Coffee Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:36.67% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8824 | 9.92 | |
| 0.0438 | 31.29 | |
| 0.9854 | 660.47 | |
| 6.0497 | 5.89 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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