S&P GSCI Softs Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:18.78% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5154 | 11.00 | |
| 0.0368 | 32.16 | |
| 0.9905 | 909.59 | |
| 9.7082 | 2.99 |
Estimation Period:
Jan 17, 1995 to Oct 31, 2025
Jan 17, 1995 to Oct 31, 2025
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