S&P GSCI Coffee Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:43.27% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9002 | 9.78 | |
| 0.0437 | 31.23 | |
| 0.9856 | 663.73 | |
| 6.0375 | 5.89 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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